Erron Martez Dequan Brown appeared emotionless during a brief hearing Friday before a magistrate judge in Atlanta.
The 20-year-old man told a judge he'd voluntarily return to Alabama. Authorities there now have 15 business days to remove him from the Fulton County jail.
Authorities arrested Brown on an attempted murder charge on Thursday. Protesters have held demonstrations since the mall gunfire because an officer fatally shot another armed black man who was initially believed to be the shooter.
An organizer says protests will continue over the police killing of 21-year-old Emantic "EJ" Bradford Jr. His funeral is set for Saturday at Birmingham's municipal auditorium.