The Jump Interval is set up in the Parameters tab, as your attachment shows. It gets ‘triggered’ by one of the Performance switch choices in PERFORM mode.
In that portion of the video, he is using a square wave LFO to modulate the pitch, not the pitch jump perform parameter (although they achieve a similar effect).
If you set the parameters how he has them in the video, you should be able to reproduce the effect. Note that the depth and speed of the modulation will result in different pitch variations.