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VIDEO & PHOTOS: David Arquette On Estranged Wife Courteney Cox - 'We're Best Friends'

May 28 2018, Updated 10:18 a.m. ET

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David Arquette called estranged wife Courteney Cox his "best friend" as he stepped out in Beverly Hills, California Tuesday morning with their daughter Coco, RadarOnline.com can report.

This was the first sighting of the Scream star since he called into Howard Stern's Sirius radio show earlier Tuesday and personally confirmed that he and Cox had separated.

Watch the video on RadarOnline.com

In the bombshell interview, Arquette - speaking very candidly -  also told Stern that he had sex with another woman - 28-year-old bartender Jasmine Waltz - "one time, maybe twice."  He then added, "my sexual encounter made me pretty feel manly."

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AUDIO: Listen To David Arquette's Howard Stern Interview

Arquette - who's battled addiction in the past - also told Stern that he'd stopped drinking for a month, but admitted he'd had a few drinks Monday night in the wake of his separation going public.

FIRST PHOTOS: Courteney Cox Surfaces Sans Wedding Ring

He told Stern he wasn't sure if Waltz had sold the story to the tabloids, but said it was irrelevant. He noted that she'd texted him in confusion as word spread of their involvement.

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He said that the couple broke the news to their 6-year-old daughter Coco on the beach, and explained the separation to her delicately. He said when Coco asked if they were getting a divorce, they said they were trying to figure out what they want.

Prodded by Stern about the couple's sex life, Arquette admitted he hadn't slept with Cox for four months, and said his "sex with Courtney is scheduled to a certain degree, it's methodical to a certain degree, and so full of love ... it's so beautifully passionate."

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As we previously reported, Cox and her hunky Cougar Town co-star Brian Van Holt have reportedly been spending plenty of time together on- and off-set, leading to speculation that Cox and Arquette had an open marriage.

Arquette said he knew Cox and Van Holt were involved in an "emotional affair",  but he said was not aware if it had become physical. He added that "part of the terms of out separation was that I was allowed to see other people and so was she."

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So far, Cox has not commented publicly on Arquette's comments.

EXCLUSIVE VIDEO INTERVIEW: David Arquette Grows Up, In A Very 'Propr' Way

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