Yes, federal employees can collect unemployment. The precedent was set some time last year I believe (perhaps October)
Here's a little quote from the United States Department of Labour website attempting to answer the question "can federal employees collect unemployment?"
The Unemployment Compensation for Federal Employees program provides benefits for eligible unemployed former civilian Federal employees. The program is administered by States as agents of the Federal government. This program is operated under the same terms and conditions that apply to regular State Unemployment Insurance
It may also be worth noting that, during that whole affair with the debt ceiling and the government shutdown; federal workers were told that they collect unemployment during their furlough period, but would have to pay back any double pay in case their pay was backdated once their workplace reopened.