My phone was/is jailbroken, and now I tried to update it from 8.4 to 9.0.2 to try and remove the jailbreak without restoring my phone. Then iTunes said there was an error. It did not say any code. Now my phone is stuck on this screen no matter what I try.
iOS 9.0.2 is no longer being signed, so you are unable to restore to it.
You will need to restore to the latest version of iOS using DFU restore (connect to computer, hold power and home until the screen turns off and back on with the Apple logo, then let go of power but keep holding home).
Also, you should never use Update when a device is jailbroken regardless of iOS version.