In what context did he say that to the detective? Did he confess? Is he still alive?
Yes, he confessed that night. He stabbed himself in the leg in his killing frenzy, and that night the pain got to him so he turned himself in.
https://www.in.gov/apps/indcorrection/ofs/ofs?lname=Georgopulos&fname=peter&search1.x=44&search1.y=13