Uncertain; perhaps from Proto-Albanian:
    *jāgnja, from *jaga (whence gjah (“a hunt, chase”)) + *-nja, from Proto-Indo-European *h₁yoǵʰ-ó-s, from metathesized *h₁eyǵʰ- (“to desire, long for”) +‎ *-ós;
    *sāgnja, from *sāgna (whence gjah (“a hunt, chase”)) + *-ja, from Proto-Indo-European *seh₂g-no-s, from *seh₂g- (“to trace, follow”) +‎ *-nós;
    or *gānja, from Proto-Indo-European *gʷʰén-ye-ti, from *gʷʰen- (“to strike, slay”) +‎ *-yeti.

Orel, Vladimir (1998) Albanian Etymological Dictionary, Leiden; Boston; Köln: Brill, pages 137-138: “PAlb *jāgnja based on the noun *jaga > gjah”
Erat, Janez (2008),Etimološki slovar albanskega jezika, 2 edition, page 48: “*sāgnyō”
Demiraj, Bardhyl (1997), Albanische Etymologien: Untersuchungen zum albanischen Erbwortschatz [Albanian Etymologies: […]] (Leiden Studies in Indo-European; 7)‎, Amsterdam, Atlanta: Rodopi, page 191: “gjúonj (Buzuku) < alb. *ȷȯn- : evtl. *seh₂g-no-”
Rix, Helmut, editor (2001), Lexikon der indogermanischen Verben, 2nd edition, Wiesbaden: Dr. Ludwig Reichert Verlag, pages 218-219