We don't have good data on the subject. But it's worth noting that a major reason we don't have good data is because the WT leadership has consistently prevented researchers from gathering this sort of information on members.
We know that the WT organisation gathers all sorts of information about the membership through circuit overseers in particular. I think it's reasonable to assume they have surveyed their membership at various times on various levels on mental health and suicide issues. If the results had shown the organisation in a favourable light they probably wouldn't prevent others from gathering the information.