It's been theorized that they're dead, but there's no hard evidence of it. There's a scene in chapter 45 that hints at it, as put (in no uncertain terms) forth here.
I wonder if that's when they died. Remember Hino being called to the office, rumors spread she was suspended, but that day, suddenly, she didn't care about anything?
Maybe her grandmother died then. But that day that Nagisa got called to the office, was when her total apathy started.
This whole series, by the way, while being a romantic comedy, skirts other issues quite often. It creates a lot of tension.