They are very shocked and sad, of course.
They are heartbroken.
Capulet tells Tybalt to leave Romeo alone and not ruin the party because he is enjoying his time.
Juliet tells her father that she has "learned...to repent the sin Of disobedient opposition" and she begs his forgiveness. She's lying, of course, because she has the potion form Friar Lawrence to help her plan her escape. Capulet is so excited by her apology that he decides the wedding should be moved up to Wednesday.
Capulet is initially puzzled and curious about the presence of the mask makers at his house. He asks who they are and what they are doing there before allowing them to stay.
Lord Capulet is initially shocked and angry at Juliet's refusal to marry Paris. He gives her an ultimatum to either marry Paris or be disowned and thrown out of the house.
Tybalt reacts with anger and challenges Romeo to a duel when he recognizes him at the Capulet's party. Lord Capulet, however, intervenes and tells Tybalt to let the matter go, as he does not want any trouble at the party.
Her reaction is complicated by the fact that the nurse doesn't tell the story very well and at first Juliet thinks it was Romeo that was killed. When she gets that straight she is mad at Romeo and then she realizes that this is not being very wifely. If is only at this point she realizes the consequences of banishment. It is a complex series of reactions best understood by reading the scene or watching it.
Lord Capulet reacts angrily and harshly to Juliet's refusal, disowning her and threatening to disown her if she does not comply with his wishes. He is unable to understand her perspective and feels betrayed by her decision to go against his wishes.
Romeo is initially shocked and upset when he finds out that Juliet is a Capulet, as their families are sworn enemies. However, his love for her is so strong that he decides to pursue the relationship anyway, showing his commitment and passion.
Lady Capulet is distressed by the fighting as she is worried for her family's safety. Montague is also concerned about the violence and expresses a desire to put an end to the feud for the sake of peace. Both are seen trying to stop the fighting and prevent further bloodshed.
They would get really scared and if I was Juliet I would turn into a quaking fool and wouldn't be able to think straight.