Here, have another…
Wow. Talk about Excessive and random Capitalization! That’s far from the only problem in this example, though.
The first sentence is a comma splice; replace the comma with a period. Do not capitalize emergency broadcast or the anchor. (Seriously, that’s just weird. Why would anyone do that?) Replace the colon after says with a comma. An ellipsis has three dots, never two. (You could choose to delete one dot and make it a period instead.) Add a comma after details (comma after introductory phrase), and don’t capitalize sirens (because this is talking about technological alarms, not sailor-luring ladycreatures from Greek myth).
TV is interrupted by an emergency broadcast. The anchor says, “Please remain calm and stay indoors…” Before he can give any details, there’s a power cut. You now hear the sirens going off in the distance.