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If you are still receiving unemployment compensation, you should check on your state's unemployment site to see if you can change it there to start having tax withheld going forward.  You cannot do anything about the past weeks or months that you did not have tax withheld.   So depending on how much other income and the amount of unemployment compensation you have received by the end of 2020, when you enter your income including the 1099G into your 2020 return, do not be surprised if you owe.  Unemployment is taxable income on your federal return and it is taxable on some state returns as well.

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