Several completely different .gsp file types exist, and some of them are either graphics or related to graphics design in general, so it is likely that some kind of jpeg to gsp conversion is doable.
Most graphics tools support the import of JPEGs, sometimes for direct use (previews, textures), sometimes to just add them as object (logos).
Since none of the .gsp files is a generic or common standard, it is more than likely that you have to use a specific tool for your GSP format, and no jpeg to gsp converter will help you out.
Updated: January 26, 2024