Put a towel on it and keep the pressure up until it stops. Unless you cut a vein (strong steady flow/spray) or an artery (very strong pulsating spray) you'll be fine.
Tape/ties the towel or bandage in place as best you can.
Go to a pharmacy and ask for adhesive suture strips, surgigal cotton wads, melolin gauze dressing (has a breathable film that prevents it sticking to the wound) ,dressing tape and betadine. They're pricey but work well to close the wound with limited scarring. Clean the wound with betadine and the cotton, bring the lips of the wound together and apply the suture strips. Put a dressing on it, tape it. Change the dressing regularly.
Or go to the ER and stay stumm as to how you got the wound.
Hug.