How does a Migraine Ice Pad work?

I have been using a product called Migraine Ice Pad. It is a 2 X 4 inch pad of gel-like material that you stick to your forehead and it provides cooling relief to help soothe a migraine. I assume there is probably some kind of menthol in the gel, but my question is, how can this thing stay cool (without any kind of prior refrigeration) for four hours? Is the cooling provided by menthol, or through some other means? If anyone know precisely how this item works, I would be appreciative.