I would think any caliber over a .22 would have blown out the window. I think people heard the initial strike, not the shot, and then when the window started cracking they mistook the sound for additional shots fired. When cracks propagate like that the noise can be surprisingly loud, and takes place somewhat sporadically.
Our government... teaches the whole people by its example. If the government becomes the lawbreaker, it breeds contempt for law; it invites every man to become a law unto himself; it invites anarchy. Louis D. Brandeis