As nearly four million people gathered around France today to rally in solidarity in the wake of the Paris terror attacks, new information began surfacing about the gunman in Friday's kosher grocery store standoff.

A video emerged Sunday of Amedy Coulibaly pledging allegiance to the Islamic State group and defending the attacks on the satirical newspaper Charlie Hebdo and the grocery store.

According to reports, the video was shot just before Coulibaly stormed the Jewish grocery store.

Coulibaly is also being linked by prosecutors to the shooting death of a jogger on Wednesday.

FoxNews.com reported:

The SITE Intelligence Group said it had verified the video, which shows Amedy Coulibaly with a gun, exercising and giving speeches in front of an Islamic State emblem. He defends the attacks carried out on the satirical newspaper Charlie Hebdo, police and the Jewish store.

"What we are doing is completely legitimate, given what they are doing," Amedy Coulibaly told the camera in fluent French. "You cannot attack and not expect retribution so you are playing the victim as if you don't understand what's happening."

Coulibaly took over the kosher grocery, demanding freedom for the brothers who carried out the massacre at newspaper Charlie Hebdo. At the time, the brothers were trapped in a printing house near Charles de Gaulle airport.

All three men were killed in nearly simultaneous raids by security forces.

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At the end of the video Coulibaly calls for others to carry out similar attacks.

Amy Kellogg reported on "America's News Headquarters" today that during Coulibaly's last stand at the grocery store, he called a television station and claimed that he was a member of ISIS.

"This release of a posthumous so-called 'martyrdom video' will give prosecutors more clues and help the investigators out," Kellogg said.

For example, she said, Coulibaly claimed to have financially helped the Charlie Hebdo attackers, Cherif and Said Kouachi.

"According to reports from past lawyers and neighbors, Coulibaly made his money selling Kalashnikov ammunition and drugs to, among others, high school students," Kellogg said.

She added that there are 400 full-time investigators still working on the Paris attacks.

Watch more above.