Not necessarily - they cannot make you turn yourself in or wait around for them to arrest you. Also, you don't have to tell them that you're calling about yourself. Or, you could get a friend to call and ask.
However, if there is a warrant out, you'd be better off to go in voluntarily instead of making them catch you - if you volunteer, it is likely that you'll get a payable bond to get out. If you make them chase you, the judge may set a bond you can't pay.
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