How long has he been under saddle? Sounds to me like he's going through the usual 3 year old tantrum stage. They come back from the breakers nice as pie, great for a few months and then start getting confident and trying to test your boundaries. If you're not a terribly experienced rider then it can end in tears - such as in your situation.
Definitely get someone to come and work with both of you together, it's all good and well to have lessons elsewhere, but you really need on the spot assistance with this horse.
Would I be right in assuming that when he starts to jig, you get tense or nervous? This will make your body tighten, stop riding functionally, and makes the horse then certain that you're not in control so it's time to run away.
You are lucky in that he gives you a warning with the jigging first. I had a horse that would go along as nice as pie, then be in a full bolt and slam into the opposite end of the arena and start shaking. Bloomin' spooky horses!!!!
When he jig jogs, the first thing to do is BREATHE!!! Just big breaths in through your nose, out through your mouth. Fill your lungs up with air. Just the action of breathing relaxes your body (when we are nervous, we often hold our breath or shallow breathe, which immediately creates tension) and in the majority of cases, will start to calm the horse down. If you're staying nice and loose on his back, he can feel it so you are giving him no reason to bolt.
Once you are actually breathing and relaxed, take his head quietly (no jerking and big pulling actions when he is anxious, you will make it worse) to the inside and put your inside leg on the girth, asking him to move across. You are disengaging the hind end, and because of this he will have to refocus his attention on where he puts his legs or he will lose balance. I have used this multiple times on breakers, more experienced but piggy horses, and off the track thoroughbreds. It has worked every time. Just with around, so ask him to step a few times off one leg, then the other, so on and so forth.
If you feel confident in doing so, start trotting him. A lot of nervous riders will force an anxious horse to walk, which can fuel the situation. If you start trotting or even cantering, and again ask the horse to move off your legs on a big circle, keeping him thinking and moving, more often that not the horse will calm down really quite quickly and start to switch on to you.
But please, get yourself some help with this horse, at least one or two lessons on him to give you some tips on resolving the issue.