Start back at the beginning of Jesus words to prepare His disciples for what was to come.
Matthew 16:21
From that time Jesus began to show his disciples that he must go to Jerusalem and suffer many things from the elders and chief priests and scribes, and be killed, and on the third day be raised.
Matthew 17:22
As they were gathering in Galilee, Jesus said to them, “The Son of man is to be delivered into the hands of men, and they will kill him, and he will be raised on the third day.” And they were greatly distressed.
Matthew 20:18-19
“Behold, we are going up to Jerusalem; and the Son of man will be delivered to the chief priests and scribes, and they will condemn him to death, and deliver him to the Gentiles to be mocked and scourged and crucified, and he will be raised on the third day.”
Luke 9:21-22
But he charged and commanded them to tell this to no one, saying, “The Son of man must suffer many things, and be rejected by the elders and chief priests and scribes, and be killed, and on the third day be raised.”
How did the Pharisees interpret what Jesus said in Matthew 12:40?
Matthew 27:62-64
Next day, that is, after the day of Preparation, the chief priests and the Pharisees gathered before Pilate and said, “Sir, we remember how that imposter said, while he was still alive, ‘After three days I will rise again.’ Therefore order the sepulchre to be made secure until the third day, lest his disciples go and steal him away, and tell the people, ‘He has risen from the dead,’ and the last fraud will be worse than the first.”
What else do the Scriptures say?
Luke 24:4-7
While they were perplexed about this, behold, two men stood by them in dazzling apparel; and as they were frightened and bowed their faces to the ground, the men said to them, “Why do you seek the living among the dead? Remember how he told you, while he was still in Galilee, that the Son of man must be delivered into the hands of sinful men, and be crucified, and on the third day rise.”
Luke 24 15-27
While they were talking and discussing together, Jesus himself drew near and went with them. But their eyes were kept from recognizing him. And he said to them, “What is this conversation which you are holding with each other as you walk?” And they stood still, looking sad. Then one of them, named Cle′opas, answered him, “Are you the only visitor to Jerusalem who does not know the things that have happened there in these days?” And he said to them, “What things?” And they said to him, “Concerning Jesus of Nazareth, who was a prophet mighty in deed and word before God and all the people, and how our chief priests and rulers delivered him up to be condemned to death, and crucified him. But we had hoped that he was the one to redeem Israel. Yes, and besides all this, it is now the third day since this happened. Moreover, some women of our company amazed us. They were at the tomb early in the morning and did not find his body; and they came back saying that they had even seen a vision of angels, who said that he was alive. Some of those who were with us went to the tomb, and found it just as the women had said; but him they did not see.” And he said to them, “O foolish men, and slow of heart to believe all that the prophets have spoken! Was it not necessary that the Christ should suffer these things and enter into his glory?” And beginning with Moses and all the prophets, he interpreted to them in all the scriptures the things concerning himself.
Luke 24:44-47
Then he said to them, “These are my words which I spoke to you, while I was still with you, that everything written about me in the law of Moses and the prophets and the psalms must be fulfilled.” Then he opened their minds to understand the scriptures, and said to them, “Thus it is written, that the Christ should suffer and on the third day rise from the dead, and that repentance and forgiveness of sins should be preached in his name to all nations, beginning from Jerusalem.
Acts 10:39-41
And we are witnesses to all that he did both in the country of the Jews and in Jerusalem. They put him to death by hanging him on a tree; but God raised him on the third day and made him manifest; not to all the people but to us who were chosen by God as witnesses, who ate and drank with him after he rose from the dead
1 Corinthians 15:3-5
For I delivered to you as of first importance what I also received, that Christ died for our sins in accordance with the scriptures, that he was buried, that he was raised on the third day in accordance with the scriptures, and that he appeared to Cephas, then to the twelve.