Board Thread:Lore Discussion/@comment-173.218.27.236-20131002232158/@comment-86.137.148.60-20131016185334

In the Shivering Isles DLC in Oblivion Jyggalag became trapped in Sheogorath by the other Daedra. Since Jyggalag was freed by The Hero of Kvatch the title of Daedric Prince of Madness passed on to him/her. There is evidence to support this in the Quest "A Mind Of Madness" in The Elder Scrolls: V Skyrim.