"We're just focusing on getting up each day," Nicole said.
As she puts it, the family is "trying to find a way to make sense of this by taking some action and getting involved."
They've started a fund in Dylan's name to raise money to support programs and educational aids for other children with autism and other special needs.
They haven't learned all the details of the massacre that happened on December 14. Until now, they haven't felt much like watching TV or interacting with the outside world.
But one detail has given the Hockleys comfort.
A few days after the tragedy, the Hockley's ran into Mike Murphy. His wife, Anne Marie Murphy, taught their son at Sandy Hook.
He revealed to her that -- in the terrible aftermath of the attack -- first responders found Dylan and his teacher together.
"He said that Anne Marie Murphy had been found with her arms wrapped around Dylan ... that is what we had hoped for -- in a very strange sort of way to hope for something."
"She loved him and he loved her and she would've looked after him no matter what," she says, fighting back tears. "To know that he was with her, and that he wasn't alone, that gives you a huge peace of mind ... to know that he was loved even in those last moments."