It is an extension of the corona of the Sun itself. At the base of the corona on the solar surface, magnetic fields transmit energy into the plasmas there causing them to move outwards. If the energy is insufficient, the plasma is trapped close to the Sun by the 'closed' magnetic field lines and never gets very far into space. With enough energy, some of the plasma can flow along 'open' field lines in what are called coronal holes, and make its way deep into the solar system. The million degree coronal gases are also unstable and tend to flow out into the solar system as a steady wind.
All answers are provided by Dr. Sten Odenwald (Raytheon STX)
NASA IMAGE/POETRY Education and Public Outreach program.