user40007: So, I naively bought two of these JX PDI-6221MG Digital Servos thought they would work with the Arduino straight out of the box, just like MG996R did, for instance, but it seems they won't. However, I hear some clicking noise when the motor is connected, tho.
These are the Servo specs:
Dead band: 2μs    
Working frequence: 1520μs / 330hz
Operating Speed (4.8V): 0.18 sec/60° 
Operating Speed (6V): 0.16 sec/60° 
Stall Torque (4.8V): 17.25 kg/cm 
Stall Torque (6V):  20.32 kg/cm  
Dimensions: 40.5X20.2X38mm 
Weight:  62 g 
Connector Wire Length: JR  265 mm 
Bearing: 2BB

Manufacturer site: http://www.jx-servo.com/English/Product/49513727.html
Additionally, I used 5V 2.4A power input alongside with the Arduino Nano running just some sample code:
#include <Servo.h>

Servo myservo;  // create servo object to control a servo
// twelve servo objects can be created on most boards

int pos = 0;    // variable to store the servo position

void setup() {
  myservo.attach(3);  // attaches the servo on pin 9 to the servo object
}

void loop() {
  for (pos = 0; pos <= 180; pos += 1) { // goes from 0 degrees to 180 degrees
    // in steps of 1 degree
    myservo.write(pos);              // tell servo to go to position in variable 'pos'
    delay(15);                       // waits 15ms for the servo to reach the position
  }
  for (pos = 180; pos >= 0; pos -= 1) { // goes from 180 degrees to 0 degrees
    myservo.write(pos);              // tell servo to go to position in variable 'pos'
    delay(15);                       // waits 15ms for the servo to reach the position
  }
}

Wiring:

I tested the same configuration with MG996R and SG90 and it worked. So what am I missing here?

user40007: I managed to get servos running with 6 V and 3 A powered from lab power supply (GOPHERT CPS-1620 0-16V 0-20A). I guess, at the end, it was power supply which was crucial.

user57199: If you connect the servo to the same power supply as the MPU make sure you have a robust amperage rating.  As soon as the servo tries to move, the current draw shoots way up and your MPU will hit a brownout state and reboot.  At the very least you will need a capacitor at the power input to the MPU.

40007: <p>So, I naively bought two of these JX PDI-6221MG Digital Servos thought they would work with the Arduino straight out of the box, just like MG996R did, for instance, but it seems they won't. However, I hear some clicking noise when the motor is connected, tho.</p>

<p>These are the Servo specs:</p>

<pre><code>Dead band: 2μs    
Working frequence: 1520μs / 330hz
Operating Speed (4.8V): 0.18 sec/60° 
Operating Speed (6V): 0.16 sec/60° 
Stall Torque (4.8V): 17.25 kg/cm 
Stall Torque (6V):  20.32 kg/cm  
Dimensions: 40.5X20.2X38mm 
Weight:  62 g 
Connector Wire Length: JR  265 mm 
Bearing: 2BB
</code></pre>

<p>Manufacturer site: <a href="http://www.jx-servo.com/English/Product/49513727.html" rel="nofollow noreferrer">http://www.jx-servo.com/English/Product/49513727.html</a></p>

<p>Additionally, I used 5V 2.4A power input alongside with the Arduino Nano running just some sample code:</p>

<pre><code>#include &lt;Servo.h&gt;

Servo myservo;  // create servo object to control a servo
// twelve servo objects can be created on most boards

int pos = 0;    // variable to store the servo position

void setup() {
  myservo.attach(3);  // attaches the servo on pin 9 to the servo object
}

void loop() {
  for (pos = 0; pos &lt;= 180; pos += 1) { // goes from 0 degrees to 180 degrees
    // in steps of 1 degree
    myservo.write(pos);              // tell servo to go to position in variable 'pos'
    delay(15);                       // waits 15ms for the servo to reach the position
  }
  for (pos = 180; pos &gt;= 0; pos -= 1) { // goes from 180 degrees to 0 degrees
    myservo.write(pos);              // tell servo to go to position in variable 'pos'
    delay(15);                       // waits 15ms for the servo to reach the position
  }
}
</code></pre>

<p>Wiring:
<a href="https://i.stack.imgur.com/noYMp.jpg" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/noYMp.jpg" alt="enter image description here"></a></p>

<p>I tested the same configuration with MG996R and SG90 and it worked. So what am I missing here?</p>
 40007: <p>I managed to get servos running with 6 V and 3 A powered from lab power supply (GOPHERT CPS-1620 0-16V 0-20A). I guess, at the end, it was power supply which was crucial.</p>
 57199: <p>If you connect the servo to the same power supply as the MPU make sure you have a robust amperage rating.  As soon as the servo tries to move, the current draw shoots way up and your MPU will hit a brownout state and reboot.  At the very least you will need a capacitor at the power input to the MPU.</p>
