It's better to acquire anti-anxiety drugs like benzodiazepines than liquor, jumping will be much more effective if you jump in a way where you land on your head, which you might overlook if drunk. Phenibut is legal if you can't get benzodiazepines, though I've heard varying reports on how effective it is at treating anxiety. Etizolam is also still legal but that is likely to change in future. I'm not sure how available these really are though for I do not live in America.
That said, if it's all you can get your hands on, alcohol may work provided you don't get too drunk.