In Dutch it is pronounced Yah-duh (jaːdə). The J is not pronounced the way it is in English (dzjade) but more like a Y (yade). The A is long, but not an Ay-sound, more of an Ahhhh-sound.
While I am not crazy about the English pronunciation (jaYde), I love the way the French say it: zjahd. To say it: Say the word "should." Now say "should" with a "z" sound at the beginning, like "zhould." It should sound like "zhood." Now take that z/s sound and use it for the "j" in "Jade." You should come up with "Zjahd."