Actually, Jacky is a neutral name. It's a nickname for Jack (male) and Jacqueline (female). Mrs Kennedy called it that, and so did foreign male stars such as Jackie Earl Harry and Jackie Cooper. Extended information Jacky when the boy's name can be transliterated as jack.
Jacky as a girl's name can be transliterated as Jessie.
Example:
Don't run, Jack! Where are you going?
Jack, don't run. Jack, where are you going?
What are you doing in the house? Where's Aunt Jack?
Why are you at home? Where's Aunt Jessie?