What a very healthy bat you have. It is most likely a Brazilian free-tailed bat, which is native to NM, despite the name. You can find out more here:
It will probably be happier outside of your home. To be safe, you should wear long sleeves, pants, and a hat before disturbing the bat. An accidental scratch could transfer rabies, although it is not common. If turning off the lights, opening the doors , and leaving the room for a bit doesn't allow it to go, you may need more help. Please contact your state fish and game office:
NW Area Office
3841 Midway Pl. NE
Albuquerque, NM 87109
I see that it has been a couple days since you posted this question. I hope that all is well.