My boyfriend wont tell his parents that im pregnant?

Oaky so my boyfriend of almost 3 years WILL NOT tell his parents that im pregnant!!! He dosnt want the baby and says if i dont give it up he wont be with me either. but im 37 weeks pregnant and noone in his family knows. i wnat to tell them because its there right as the childs grandparents to decide if they want to be involved in the babys life or not. but im really scared to tell them.. How should i do it? and what should i say?