it has something to do with the overflow value in the jquery-slider.css (at least in my situation).
I edited the original CSS to the following:
.jquery-slider .caption {
overflow:show; /* default: overflow:hidden; */
position:absolute;
z-index:99999;
}
/* the rest of this was done to display my custom needs, but if you play around, you can get it where you want it... */
.jquery-slider .caption .content {
position:absolute;
color:#fff;
background-color:rgba(0,0,0,0.55);
height:25px;
margin-top:15px;
width:400px;
padding:10px;
z-index:20;
}
This is not a permanent solution for everyone, but after tinkering, I found that the overflow property was causing the caption not do display in Firefox, Chrome, Safari or Opera, while displaying correctly in IE9.