The family of an armed fugitive who has moved between states has urged him to turn himself in as specialist police continue to chase him.

Police said Stanley Turvey held a hostage at gunpoint, threatened police and assaulted motorists as he travelled from Victoria to New South Wales.

Officers swarmed the 33-year-old uncle's home at Finley, located in the NSW Riverina region,last night but did not find the wanted criminal inside.

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His uncle said he hadn't seen Turvey and urged Turvey to give himself up. 

"If you're listening, hand yourself in, mate, before it gets too bad. Do it for your father," he said. 

"There's probably only one way you can look at it. It's going to end badly."

Turvey first faced off with police yesterday at Katandra West near Shepparton.

Police said he took a gun from inside a home where it is believed he had asked to stay and fired a shot into the air when officers came to arrest him. 

"I heard a gunshot and then next minute he was taken off down the road in the car, swerving the coppers," one neighbour said.

It is alleged Turvey fled Katandra West in a stolen Holden, while two officers were injured when their vehicle rolled nearby. 

Police said Turvey forced a man to drive him to New South Wales, demanding to be taken to his uncle's house.

It is also alleged Turvey assaulted a woman at Yarrawonga this morning, threatened construction workers at Sacred Heart College and stole a white Hilux. 

"Any matter that involves a display of a firearm in order to secure goods or transport is a recipe for disaster and heartache," Henry said.

Police believe Turvey is now travelling in that Hilux, with a registration 1RA-8AN and was headed toward the greater Shepparton area.

Officers on both sides of the Victoria-NSW border are on high alert with extra police brought in from Melbourne.