Investors generally use options on the VIX as a hedging instrument, i.e. they buy VIX calls to protect against declining prices of their equity portfolio. Since Market Makers are selling those calls they will have Negative Gamma Exposure and must buy VIX futures to maintain neutral exposure (as an aside, VIX options are tied to VIX futures as the underlying security).
As the price of VIX futures rise, MMs must buy more VIX futures and we enter a cycle of rising prices.
At some point it reaches a point where negative gamma is no longer getting more negative. Price stalls and reverses and MMs must sell VIX futures to stay neutral as prices of VIX futures fall, resulting in a rapid downward spiral. This usually happens near an isolated strike with large amounts of gamma.