Teenager Madeleine Pulver emerged from her Mosman home, on Sydney's lower north shore, yesterday with her parents and brothers.
"I'm okay, thank you," Maddy, 18, said to waiting media before getting into the family BMW.
She has been interviewed by police about the ten hours she spent with a hoax bomb roped to her neck, reportedly with a bicycle chain.
The hunt continues for the balaclava-clad male extortionist who surprised her inside the family's home in the exclusive harbourside suburb about 2.30pm (AEST) on Wednesday.
The Pulvers returned to their home on Thursday but stayed together in one room for the night.
"It was beautiful," Mr Pulver told media outside their home.
"You know, the kids were a little tender. Ended up all six mattresses in one room, but it was nice, it was very nice."
NSW Constable Karen Lowden, 34, the mother of a two-year-old boy, was one of the first officers on the scene and has been hailed as a hero for staying with Maddy for three hours.
There were moments when she thought the device would kill them.
"Having a child myself, I knew that I just wanted to be there for her. I didn't want to move," she told reporters on Friday.
"She's definitely the bravest girl in the whole world, and she's just amazing."
At times, she said Maddy was "quite distressed" but the pair bonded as they talked about Maddy's HSC trials and her arts studies.
Asked about her own act of courage, Ms Lowden said: "I don't feel that I'm a hero."
Some think otherwise.
"All of the media reporting on this has probably done justice to what she did," said Police Commissioner Andrew Scipione.
"She had a belief that this was potentially a life-threatening situation, and between her and her partner, they made a determined decision ... and she was the one who decided to stay."
Mr Scipione said he expected a long investigation and declined to say if police were closer to catching the suspected extortionist.
"This is the sort of crime we haven't seen in Australia before and for that reason, it's important we keep a close watch on it," he said.
"We're going to let the investigators get on with their job, do what has to be done."
Robbery and Serious Crime Squad commander Luke Moore declined to comment on why it was considered to be an extortion attempt when the demand note did not mention money.
"There was specific demands, and that's all I'm going to say on that," he told AAP on Friday.
He would not reveal if prior threats were made to the family and said investigators had not yet determined if the person knew them.
"We're looking at all possibilities, but we certainly haven't established that," he added.
Mr Moore would not detail how the offender got into the home and, if he arrived before Maddy, how he circumvented the home security system.
He said the Pulver family had co-operated fully with the investigation.
Police have spoken to the driver of racing identity Gai Waterhouse, who lives in the Pulvers' street.
Mr Moore said they were continuing to investigate reports a man was seen running from the Pulver home and getting into a car driven by a woman before it sped off.
He did not contest reports the fake bomb had contained a USB stick and the extortionist's demand letter made reference to Dirk Struan, the lead character in the epic historical novel Tai-Pan, by James Clavell,
"I think there's a lot of speculation out there that is not necessarily correct," Supt Moore said.
The hoax bomb was reportedly encased in something about the size of a shoe box and connected to a chain that was secured around Maddy's neck.
