Case studies support this. Which is a fancy way to say, "We carefully documented anecdotal reports and saw what looks like a pattern."
There is also a strong parallel to manic depression. Manic depressives have a high suicide risk, and it usually happens when they are coming out of depression. With akathisia (fancy way to say inner restlessness) being the leading indicator. The same pattern is seen with antidepressants. The patient gets treatment, develops akathisia, then attempts suicide.
But, as with many things to do with mental health, we don't really know what is going on inside of people. While also knowing that their self-reports are, shall we say, creatively misleading. So it is easy to have beliefs about what is going on. And rather harder to verify them.
I see that explanation for the increased suicide risk caused by antidepressants a lot, but what’s the evidence for it?
It doesn’t necessarily have to be a study, just a reason why people believe it.