So did Jesus -- who is God -- say that His name is Yahweh (Jehovah). Yahweh is also I AM or I AM THAT I AM, and Jesus said that He Himself is I AM. Thus he is called "the Lord God Almighty" (with the Father).
REVELATION 1:8-18 CHRIST IS THE ALMIGHTY GOD
I am Alpha and Omega, the beginning and the ending, saith the Lord, which is, and which was, and which is to come, the Almighty...
I was in the Spirit on the Lord's day, and heard behind me a great voice, as of a trumpet, Saying, I am Alpha and Omega, the first and the last: and, What thou seest, write in a book, and send it unto the seven churches which are in Asia; unto Ephesus, and unto Smyrna, and unto Pergamos, and unto Thyatira, and unto Sardis, and unto Philadelphia, and unto Laodicea.
And I turned to see the voice that spake with me. And being turned, I saw seven golden candlesticks; And in the midst of the seven candlesticks one like unto the Son of Man, clothed with a garment down to the foot, and girt about the paps with a golden girdle.
His head and his hairs were white like wool, as white as snow; and his eyes were as a flame of fire; And his feet like unto fine brass, as if they burned in a furnace; and his voice as the sound of many waters. And he had in his right hand seven stars: and out of his mouth went a sharp twoedged sword: and his countenance was as the sun shineth in his strength.
And when I saw him, I fell at his feet as dead. And he laid his right hand upon me, saying unto me, Fear not; I am the first and the last: I am he that liveth, and was dead; and, behold, I am alive for evermore, Amen; and have the keys of hell and of death.
So now we know that the one who was dead and lives forever more -- the Lord Jesus Christ -- is the Alpha and the Omega, the first and the last, the beginning and the end, and also the Lord God Almighty.