Straight from the JW Correspondence Guidelines:
"If a member of the congregation insists on carrying or possessing firearms for protection against humans—equipping himself to become “a smiter”—the elders should counsel him and help him to remedy the situation. Lack of compliance by an individual can result in his not being qualified to have special privileges.—1 Tim. 3:2, 3; Mic. 4:3; Gal. 6:11"
So, not "banned," but just "frowned upon." Likely enough to get a local needs talk? Depends on your local body of elders