Jumpin' Jehosephat

What an odd expression. Where did it come from? What does it mean?

I scoured the web and found this short piece the best answer:

[Q] From Tom Harris: “Is there an origin to the phrase: Jumping Jehoshaphat? Is it possible that it has nothing to do with the biblical Jehoshaphat? The pastor at a local church challenged the congregation to find the origin of the phrase. I remembered your Web site.”
[A] Support your local pastor. On consulting the Oxford English Dictionary and the Random House Historical Dictionary of American Slang, it seems clear that the name of the king of Judah (which also occurs in several other spellings, most commonly Jehosaphat) was used in the United States around the middle of the nineteenth century as a mild oath, a euphemism for Jehovah or Jesus. The phrase Jumping Jehoshaphat is first recorded from Mayne Reid’s Headless Horseman of 1866, but is probably older. It seems to have been in the tradition of exotic imprecations that Americans of that period were so fond of, with the repeated initial sound greatly helping its acceptance.

Courtesy of World Wide Words