Unfortunately, there are bad people out there that will do whatever they can to make a quick buck. This often means taking advantage of people.
The scammer will want to keep the arrest a secret from the rest of the family. You should not do that. One of the best ways to uncover the truth of the matter is to talk to the rest of the family and figure out what might be going on. Someone might know more, or even have direct contact with the grandchild that was supposedly arrested.
Another good way to determine the authenticity of the call, is to ask questions that only the grandchild would know the answers to. However, you need to be sure that the answers to the questions cannot be found on social media sites. Scammers like this will do their homework and will find as much information as they can to try to convince you that they are who they claim to be.
If you ever find yourself in a situation where a grandchild, or any loved one, is asking for bail help without telling the family, be careful. Truly, the best thing you could do for yourself and your loved one would be to talk to the rest of the family. The family could offer their own help, and might even alert you the fact that the person who called you was a scammer.