In TN it is a Class E felony to carry a stun gun if it is intended to be used as a deadly weapon during the commission of a crime. Penalties include a fine of up to $3,000, one year (and up to six years) in prison, or both.
(Tenn. Code Ann. § § 39-17-1307, 39-11-106, 40-35-111.)

Any adult in Tennessee may purchase, possess (openly or concealed), or use a nonlethal stun gun for self-defense without obtaining a permit.

The law doesn't bar felons (who have completed their sentences) from possessing a stun gun, and carrying it open or concealed in the interests of personal protection.

However, a number of cities and counties in Tennessee have enacted additional laws on the possession of stun guns, it is best to check with your municipal or county government or law enforcement for additional stun gun regulations where you reside, work, or travel.
A taser is not a firearm.
So long as laws regarding the possession and carry of a taser/stun gun are followed there should be no issue with it.
However.... If on parole you might check with the PO and see what he/she has to say about it