Alicia Navarro, 18, stunned officers in the small town of Havre, 40 miles from the Canadian border, when she showed up alone on Sunday and identified herself as a missing teenager from the Phoenix suburb of Glendale.
Nearly a week on from her reappearance, very little is known about where the teenager has been, or if any suspects have been identified.
In a newly released video interview, a Glendale detective asks Ms Navarro: “Did anybody hurt you in any way?”
“No, no one hurt me,” she replied.
The detective then asks: “OK, because our goal is we just want to make sure that you’re safe.”
“I don’t, I don’t, ummm... I understand that,” she responds.
In a separate video, Ms Navarro thanks police. “Thank you for offering help to me,” she says.
Ms Navarro disappeared from her Glendale home in September 2019 at the age of 14, sparking a vast search operation involving police, the FBI and the Center for Missing and Exploited Children.
Her mother Jessica Nuñez has previously said the teenager was on the autism spectrum, which made her shy in some social situations, and that she had left a note in her bedroom saying she had run away.
“I will be back. I swear. I’m sorry,” she wrote in a note days before her 15th birthday, before taking her laptop and phone and hopping over a backyard fence.
A private investigator hired by the family told the New York Post Ms Navarro had only spoken briefly to her mother.
Trent Steel told the Post the family was thrilled she had been found safe, but that the teenager had “not made her intentions clear”.
Glendale police Lt Scott Waite said this week that investigators were looking into all possible explanations for her disappearance, including kidnapping.
Mr Waite described the teenager’s reunion with her mother as “emotionally overwhelming”. Ms Navarro reportedly apologised for “what she has put her mother through.”
Ms Nuñez previously told 12News that she believed her daughter had been lured away by a predator.
In a video posted to her Facebook account on Wednesday, Ms Nuñez told her thousands of followers: “I want to give glory to God for answering prayers and for this miracle.”
In a statement released on Friday through the Anti-Predator Project, her family thanked law enforcement, activists and the media.
“It is a blessing that after being missing for so long Alicia can come back home,” the statement reads.
“If there is anything that Alicia’s story has taught us is that you can never give up hope.”
According to the Associated Press, a man living in an apartment a few blocks from the Havre police station was arrested on Wednesday night.
Witnesses told the AP that 10 heavily armed uniformed and undercover officers arrived at the address at about 8pm and took a suspect away in handcuffs.
On Friday, Glendale police denied that there have been any arrests in connection with Ms Navarro’s disappearance.