I have this on my machine, too. It is a very old PC/AT keyboard with the big DIN 5-pin connector. I keep it because I have the plastic film chip guard for it.
So, this is one possible cause of the problem. PC keyboards issue key-down and key-up events. It is possible for some crappy keyboards to get confused and lose some key-up events. If this is the cause, then tapping and immediately releasing the key will send another key-up and stop the jog. So, if that works, it is probably the keyboard. If this is a very repeatable situation, try another keyboard. If it only happens rarely, then it might be harder to track down. In my case, it happens once every couple of DAYS, so making any kind of this kbd vs. that kbd comparison would be pretty tough.
Somebody else suggested that the machine is lagging behind the commanded position, which is possible as your axes may not have been tuned up yet. If this is the case, changing the jog rate to a lower setting should make it not continue, or going to a higher rate would make it worse. Tightening up the following error tolerance would cause it to trip the error when the lag became significant.
Jon