Brother lost their baby in labor..what do I say

My brother's been the first one to get pregnant out of all of the grand kids. My grandma and everyone was really excited. He really stepped up and you can tell he was becoming a man during the pregnancy.

I have no idea what to say to them. I missed the baby shower and most of the pregnancy...I feel "I'm sorry" is not neccicarilly correct or helpful.

Any advice would help