Ms Hegarty said police would not be publicising information on what the duo were doing.
Yesterday afternoon, Ms Hegarty said the pair - a male and female - were not only scaring people but also putting themselves in danger.
"It appears these two people are carrying firearms of some sort which, aside from being incredibly scary for people who encounter them, is incredibly dangerous for the masked individuals themselves.
"When police are notified of people carrying and displaying weapons in public, we respond with armed officers," she said.
The video of the couple was filmed and released by film students who said they encountered the masked duo while filming a short skit.
"We were filming at Parnell Railway Station, and after we were done, discussing the footage, I looked past my friends into the bush on the opposite side of the railway to us, to see two masked figures stand up from behind the taller grass and shrubs," a caption accompanying the video stated.
"Initially, I thought that they were members of our school playing a prank, or something similar.
"We were all a bit confused, nervous, and we laughed, but found ourselves backing away, intimidated. Once they emerged and started to follow us we picked up the pace, splitting up and making our way back towards the main road.
"Rewatching the zoomed in footage, I noticed the male cocked his pistol as he started to approach. Oh boy."
The filmmaker said after reporting the encounter to their tutor, they returned to the railway station to find armed police and the police Eagle helicopter already searching for the duo.
A spokeswoman for Auckland film school, SAE Institute confirmed the video was recorded by a student at the school but referred further questions to police.
