Victoria Siegel died on Saturday after being found unresponsive in the family home in Florida.
Siegel, 18, was taken to hospital, where she was pronounced dead.
The cause of death has not yet been established.
Orange County Sheriff spokesperson Jeff Williamson told The Orlando Sentinel: "The victim's father has informed investigators that he will be making a statement in the coming days regarding the death of his daughter and is requesting privacy at this time."
Jacqueline confirmed the reports via Facebook, requesting privacy for the family.
"It is with great sadness that we ask you to respect our privacy during this tragic time and the loss of our beloved daughter, Victoria. Thank you all for your prayers and for your support.
"As more information comes out the family will share it, until that time there is no comment."
The Siegel family first came into the public eye after starring in 2012 documentary film The Queen of Versailles, which portrayed the family's struggle with money during the financial crash of 2008.
David Siegel is the owner of Westgate Resorts, which builds timeshare holiday homes across the United States, including hotels in Last Vegas.
The family recently appeared on reality TV show Wife Swap.Reuse content