"We want to find him either dead or alive, we want to know because not knowing is the hardest part," Caleb's father said.

O'FALLON, Mo. — A family in O'Fallon, Missouri, is desperately asking for your help. Their Army veteran son has been missing for almost a week.

Twenty-six-year-old Caleb Rios has been missing since the first of the month. St. Charles County Police Department has issued an Endangered Missing Person Advisory.

"We have no idea where he is and why," Caleb's father Eric Rios said. "We noticed on camera that our son left 1 o'clock in the morning and he drove away on October 1."

In the video, you can see Caleb leaving his parents home on Rembrandt Drive in O'Fallon in his 2008 Saturn Vue.

At first, Eric wasn't worried until they saw some red flags.

They found out that Caleb was looking up suicide articles online. Beyond that, the night he left, Caleb left the back door unlocked and left with cash. Plus, he took a firearm with him. "It was just a gut feeling that I had and he had taken one of our firearms out of the safe," he tells Five On Your Side. Eric also says two of Caleb's friends just committed suicide in the last month in a half.

Eric states that Caleb is an infantry soldier, who's been serving in the military for seven years. "Nobody can get a hold of him, the Army has tried to reach out to him. His phone is off, the police department tried to pin his phone several times," Eric adds.

They have received one little tip. According to a license plate reader, his vehicle was spotted in Lincoln, Nebraska, the morning that he went missing.

Eric told Dateline NBC that his son does not have any ties to Nebraska.

Father holds out hope Army veteran son Caleb Rios who vanished from O'Fallon, Missouri will return home Caleb Rios, 26, was last seen on security footage on Tuesday, October 1, driving away from his parents' home on Rembrandt Drive in O'Fallon, Missouri. He drove away in his gray 2008 Saturn VUE with Texas plates MCK1368. He is an Army veteran currently in the Reserve. The St.

"He always had a smile on his face this is why this is so confusing to us this is not a normal Caleb," Eric said.

His tight-knit family now waits at the edge of their phone waiting to hear any sort of sign from Caleb.

"We just want him to come home," Eric said. "We want to find him either dead or alive, we want to know because not knowing is the hardest part. We love you and miss you we want you to come."

Caleb is 6 feet 3 inches tall, 250 pounds. He has brown hair and blue eyes. He was driving a Gray 2008 Saturn Vue with a Texas license that reads MCK1368.

If you have any information, they ask you to call Detective Knobbe at 636-949-7900, ext. 4465 or dial 911.