The answer to this is that the 1920s came to be known as the Jazz Age. Jazz was a kind of music that became more popular during this time and was seen as being sort of a symbol of the way things were at that time.
Jazz is something of a wilder, more free style of music that does not follow many conventional rules. The 1920s were like this as, for example, women started to do things like wearing shorter dresses and being seen smoking and drinking in public. This was a time when values and attitudes were changing and jazz was a symbol of those changes.