Someone told me it's because the level of carbon dioxide is too low in your bloodstream. I have no idea what connection it has to the hiccups BUT when one is having the hiccups and they breathe into a paper bag and then continue taking in slow breaths, the hiccups will go away. Well, it worked for me.
Works better than drinking a cup of water upside down, drinking nine gulps of water non-stop or holding your breath and getting scared by someone.