A good watch has an Anti-shock movement.
"Anti-shock assemblies are used to protect the upper and lower balance pivots from damage due to external impact on the watch. In some movements, shock assemblies are also used on the escape wheel."
jogging - the worst I think will happen is your watch may run a little slow as it absorbed the vibration. But realistically, the shock to worry about is a sudden sharp shock - like if you dropped it.
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