Remove App Icon from Menu Bar on Macos Catalina

Searched all over the Internet, and all the advice is not helping. I keep trying to remove the Malwarebytes Icon from the menu bar in the top right corner. I've deleted the program but I cannot get rid of the icon. I press command and drags it out and it snapped right back to the menu bar. I've looked on System Preferences under dock and there's nothing in regards to removing icons from menu bar. Does anybody know how to remove an icon from the menu bar specifically in the macOS Catalina operating system?