Wikipedia at least gives a literature reference and concise explanation for the reason:
> https://en.wikipedia.org/w/index.php?title=Kervaire_invarian...
"Hill, Hopkins & Ravenel (2016) showed that the Kervaire invariant is zero for n-dimensional framed manifolds for n = 2^k− 2 with k ≥ 8. They constructed a cohomology theory Ω with the following properties from which their result follows immediately:
* The coefficient groups Ω^n(point) have period 2^8 = 256 in n
* The coefficient groups Ω^n(point) have a "gap": they vanish for n = -1, -2, and -3
* The coefficient groups Ω^n(point) can detect non-vanishing Kervaire invariants: more precisely if the Kervaire invariant for manifolds of dimension n is nonzero then it has a nonzero image in Ω^{−n}(point)"
Paper:
Hill, Michael A.; Hopkins, Michael J.; Ravenel, Douglas C. (2016). "On the nonexistence of elements of Kervaire invariant one"
It’s more than 200 pages of pretty technical mathematics, so I’m reasonably confident that there is no description a layperson might understand.
I only found a technical article that didn't show any images at all, and 3D looking images in image search
Visually seeing a 2D one might help understand what it is though, and it shouldn't be too bad to render something in 2 dimensions :)
So I guess the 126-dimensional shape actually also is in 127-dimensional space then
But the article says "Over the years, mathematicians found that the twisted shapes exist in dimensions 2, 6, 14, 30 and 62.".
To me "Exists in dimension 2" sounds like a shape in 2D space, not in 3D space, but apparently that's not what they mean and the way I understand this language is wrong
Sometimes you need more dimensions to embed the manifold. For a 2-dimencional object, the most famous example is the Klein bottle https://en.wikipedia.org/wiki/Klein_bottle You can construct one of them in 3-dimmension only if you cheat. Yhey look nice and you can buy a few cheating-versions. But you can embed the Klein bottle in 4-dimensions (without cheating).
For the manifold in the article, I'm not sure how many additional dimensions you need. Perhaps 127 (n+1) is enough or perhaps you need 252 (2n) or perhaps something in between. You can always embed an n-dimensional manifold in the 2n space, but that is the worst case. https://en.wikipedia.org/wiki/Whitney_embedding_theorem