It comes from the Baja desert in Southern California, and is a Spanishy sounding name - the Mexicans must have named it or something.
As for the pronunciation, the pedantic amongst us would do that nasty 'hocking one up' spitting noise in the throat on the 'j' sound, like when Spaniards say 'Julio Englesias' or something. Lazy English speakers have gradually just turned it into a 'h' sound.
However you say it, it's the same car.
But don't pronounce it like 'badger', or you'd look a bit daft!
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