It’s undoubtedly one of the most tragic and horrific things a parent can experience.
Speaking to Sunday Night, Mr Cockman believes his family would still be alive today if it wasn’t for the family court dragging out a traumatising and costly custody battle.
Mr Cockman's four young children - Kaydn, Rylan, Ayre and Taye - were asleep on his former father-in-law Peter Miles' farm with their mother, Katrina Miles, and their grandmother, Cynda Miles, when their grandfather pulled out his rifle and killed them all.
According to Mr Cockman, he was in the middle of a long and ongoing custody battle with his ex when the shooting occurred, and it had put an enormous financial strain on them all, including Mr Miles, who was supporting his daughter at the time.
"Myself and the kids and Kat, and even Peter and Cynda suffered so much through the court system," Mr Cockman told the Channel Seven program.
"And for Peter to actually take on a farm with all my kids on it and be the father figure, it’s a lot of pressure on someone that is not mentally capable and shouldn’t be in that situation."
He said there were other issues within the family, which had also caused Mr Miles to plunge into depression.
His son, Neil, was in need of a kidney transplant, while another son, Shaun, had taken his own life years earlier.
According to Mr Cockman, he'd witnessed Mr Miles "shut his mind off" when he killed sheep on the family's property, and he believes he employed the same tactic to kill his family.
"I was out at the high school farm many times with him, killing sheep, and it’s like, Peter, he just shut [his] mind off, and I know that’s what he has done, he has shut his mind off, no feeling," said Mr Cockman.
"Just like killing a sheep."
If you or someone you know is impacted by sexual assault, domestic or family violence, call 1800RESPECT on 1800 737 732 or visit 1800RESPECT.org.au. In an emergency, call 000.