Hi @ZE : Welcome to the forum. It is the critical value from the t distribution. It depends on alpha (0.05 by default) and the error degrees of freedom (from the ANOVA table). In JMP they are calculated (+/-), respectively, as shown below (where df = Error DF from ANOVA table).
-t Quantile( 0.975, df ),
t Quantile( 0.975, df )
This is explained in the Sorted Estimates help:
Sorted Estimates (jmp.com)