Roman Jupiter or Jove, and his name is one of the few major Greek god-names that we can definitely say is Indo-European. It contains the root for 'sky' or 'day' in a number of languages, for example the actual word for 'day' in Latin (dies), French (jour), German ( Tag), Russia (den) and English 'day' itself.
The name is reflected in those of other similar 'sky' gods, too, such as the Scandinavian Tiw or Tiu, whose name comes in our 'Tuesday'. More importantly, his name is 'god' itself, as in Latin deus, Greek theos and French dieu. In fact we get the same powerful amalgam that can be found in the name of Diana (which see).
In addition, there have been attempts to associate his name with zao, 'to live'. Aeschylus was a supporter of this origin. In short, for this greatest of gods, the sky's the limit when it comes to basic interlinguistic associations.