J9.5 is available for non-AVX and AVX2 hardware (see Guides/AVX). There is a proliferation of hardware models after the initial AVX and AVX2. J uses the generic term AVX2 loosely to refer to the hardware required to run corresponding J binary. The initial installation from zips is non-AVX and finishing the installation steps upgrades to AVX2 as appropriate for your hardware.
Download and Install
Most Windows users should use All-in-One but, if this is not yet available, use the zips. All other users should use zips.
J9.5 uses gmp for extended precision and rational numbers. You may need to
from within J after installing or upgrading J9.5. This needs to happen at most once.
J scripting support
If you are interested in creating J scripts on unix-like systems, for shell scripting you should probably create a symbolic link at /usr/bin/ijconsole pointing at the J interpreter.
sudo ln -fs /Applications/j9.5/bin/jconsole /usr/bin/ijconsole