The answer depends on a whole lot of things including how much money will you earn in Arizona and how much you will make in total for the year. And whether you want a refund.
I entered some dummy numbers in 2020 TurboTax and compared the result with the SmartAsset Arizona Income Tax Calculator. The calculator seems accurate. The calculator does not have Head of Household so use Married. The State Effective Tax Rate is the actual tax percentage. Compare that to the withholding percentages on your form.
Your actual tax rate may be higher if you earn a significant amount of income elsewhere. Arizona uses total federal income to come up with a base tax and multiplies the base tax by the percentage of AZ income to come up with the actual tax. For example, if you made $100,000 total and $50,000 in AZ, your tax would be 50% of the AZ rate tax on $100,000.
In other words, you can use the next higher withholding percentage on Form A-4 if you want to be safe. Use the lower percentage if you possibly don't mind owing some AZ tax.