I heard it on 1620 AM dial - WTAW out of College Station at 6:00 AM CST. This was a national news broadcast - I got my office radio tuned into the same station - in case it is repeated. BTW - i thought the same thing when they stated it was possibly a "bottle rocket" - at 6,000 feet? The jet was on its way to the east coast - did the turn over the ocean when the pilot claimed he witnessed a missile.
Has anyone in CA heard anything on a scanner?
Call the station and ask?