This is very helpful for the comic I'm making (one of the characters has an inner demon that takes control over his body at random times and I wanted the quick little change to be signified by him basically "glitching") I've never really tried to do a glitch effect before so this will definitely be the first thing I reference.
Sorry to intervene or take over, but I hope I can help! Do you have one layer selected or multiple layers selected when you do it? When you have multiple layers or a group selected, it will not allow you to apply the effect, but when you have only one layer it will. I saved the image as a PNG and added the glitch effect at the end.