[Now closer to the screen than ever, the Rotom smiles mischievously. It can't transfer to Cobra's Gear, but if it can bluff and spook him into believing that it can, it will.]

Like a ghost, indeed. Which is exactly what it is.

As for where it comes from, I am sure you remember Caroline. A woman of character, willing to go great lengths for the sake of science. She has returned home.