Become a MacRumors Supporter for $50/year with no ads, ability to filter front page stories, and private forums.
You'll need to wait for a 9.2 jailbreak to do it.

They were signing 9.0.2 but that's over, luckily I downgraded mine just in time.
 
Unless OP has a 4s or a 5 then there is no way, even jailbroken.
If its a iPhone 4S, I assume you can use the Telemachus exploit. People used it to get down to iOS 6.1.3, so theoretically downgrading to 8.2 is possible.

5es can't downgrade tho.
 
Register on MacRumors! This sidebar will go away, and you'll see fewer ads.