You are starting a long road, I am so sorry. This is really not the time for stats but apparently most studies show that the time from decision to action is often extremely short. I lost my brother this way. Wish I could reach out and hold you, grieve out loud, tell the truth. Just keep it simple and compassionate, answer any questions asked as best you can without going overboard. It is ok to tell the kids that sometimes people become very hopeless and sad, that it can happen quickly sometimes, that this is a good reason to talk to someone if you feel bad, and to take it seriously when someone else is feeling down, that your dad was not thinking rationally (no one who kills themselves is in the moment--barring end of life decisions), he wasn't meaning to hurt others...)--and that you don't know why it happened. After you tell your brother, you may want to ask them to keep a watch on him for a bit; being jailed would make a person feel that much more helpless and angry/intense since they cannot "do" anything----no one can, but trapped is a bad feeling. All you can all do is be there for each other, talk talk talk---repetition is okay and necessary; be sure you have the support you need---let us know how you are doing right along...
This is so raw...later, you might want to talk to others in a group setting who have been through this (or not). Do what works for you, but do keep it honest. There will be anger, grief, pity, whatifs, ---no closure, just change over time.
My heart goes out to all this pains.