I dont know what to think about my father

My father said he would throw me, then my mother, and then himself off the roof if she cheated on him. My mother would never cheat on him in her life, she loves him very much, but he is still very jealous and treats her like a piece of shit. Sometimes im scared that one day he might hurt her. Although everyone tells me that it's impossible because he can't hurt anyone, and I don't know anymore, he said it when he had a few drinks, but I can't say that he was drunk. And he didn't say it to me, or to my mother, but to my grandmother, it happened years ago, but i cant stop thinking about it sometimes.