Lead investigator Paulo Alberes tells The Associated Press that authorities found that Gatti killed himself on July 11 in a seaside resort in northeastern Brazil.
Earlier, police said that Gatti's 23-year-old wife, Amanda Rodrigues, had strangled him with her purse strap as he drunkenly slept.
State court Judge Ildete Verissimo de Lima in the city of Recife has ordered her immediate release.
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