Definitely a balloon
If it walks, talks, and quacks like a balloon, it's a balloon. Now, as to why the FAA and weather service don't know about it, that's anybody's guess. Here are a couple of my guesses:
1. The news station didn't reach the right bureaucrat at either of the agencies, who would know what was going on.
2. Maybe this is a Da Vinci test that got away... :-)
Cheers,
Nathan.