You Can't Jailbreak iOS 9.2
You can't jailbreak the iOS 9.2 beta, at least not yet.
The iOS 9 jailbreak tool only supports iOS 9.0, iOS 9.0.1 and iOS 9.0.2. It doesn't work with iOS 9.1 or iOS 9.2 beta so you'll need to get to iOS 9.0.2 or stay on whatever you're on.
We're still not sure if we'll see an iOS 9.1 jailbreak so you'll need to be very careful as we push away from the iOS 9.1 and iOS 9.2 releases.