An instinctual fear of death, is what I'm guessing those girls felt. People are known to jump and shiver in places they feel uncomfortable in, whether it be at night or in light. But considering they only started shivering the moment that voice sounded, I'm guessing it has more to do with a conceptual realization that whatever it was that voice belonged to, it'd have something to do with what every body fears on the instinctual level...death.
And that was a bit if an opinionated ramble from me.