Would you call police?

Legally yes you do have an obligation but you definitely have one as a friend.In the U.S. you have to report if it involves any kind of abuse, if someone may be a threat to other people, or to themselves. You should talk to him. It'll make him feel wanted. Never think that someone is joking about killing themselves. Always say something. Its better to have said something and they were "joking" then to have not said something and they were serious. Good Luck! I know things must be hard for both of you. Hope I helped