The gravitational acceleration is equal to G * M/r^2 where G is the gravitational constant (G = 6.67 * 10^(-11) N * m^2/kg^2) M is the mass of Earth (M = 5.97 * 10^24 kg) and r is the radius of the Earth (average radius = 6.37 * 10^6 m).
At the place where he jumped out the gravitational acceleration would roughly be:
g = G * M/((6.37 * 10^6 m) + (39000 m))^2 ~= 9.69 m/s^2
This is not far from the normally used 9.8 m/s^2 and this would of course get larger as he gets closer to the ground.