The evidence is pretty scanty, Mr R. Yes there are those who cling to the tangential references by Josephus and Tacitus, but they can't explain why, in all the massive, voluminous Roman contemporary writings, there are next to no references to this chap in the Holy Land who was claimed to be such a trouble to the Romans. Funny, that!   

You know me. I don't need to disbelieve stuff. All I want is evidence, otherwise I shrug. .