Sadly, yes. After spending the night (which ended up being the first snow since the crash) outside, next to a very paltry fire, Jackie (played by Ella Purnell) was discovered frozen to death by Shauna. (Sidenote: Sophie Nelisse, who plays teen Shauna, was absolutely devastating in this scene.)
Speaking with Vulture after the Season 1 finale, Purnell said, "When I signed up for the pilot, they told me, 'This is a one-season deal. Jackie will die in the finale.'"
From the sound of it, Purnell would be more than happy to keep the character, well, not alive, but a presence of some sort. She revealed that she'd (unsuccessfully) lobbied for Jackie to live to see Season 2.
"I definitely was kind of bummed when it finally hit me two and a half years later," she said, adding, "I’d love to come back. Really, I’d love to haunt as many people as I can."
Fortunately, it sounds as if we'll see Jackie again, one way or another. Lyle all but confirmed that while "Jackie is very much dead in that scene," there is a "possibility of seeing Ella in the future."
While Jackie's death was shocking, the idea that we haven't seen the last of her is not, considering the number of times adult Shauna had visions or flashbacks of teen Jackie in Season 1.