Jets of matter and energy are powered by accretion disc i.e., matter spiralling into the massive black hole at the galactic centre. How is this jet formed? I think that the dust particles and gases get ionized while falling in. Since accelerated charges radiate, the accretion disc also radiates. But I'm not sure because the jets come out only from the centre of the disc and also consist of matter particles.
According to Carroll & Ostlie*,
The energy generated by the disk's vicosity (internal friction) cannot be radiated away efficiently, and the disk puffs up into an ion torus that is supported by the pressure of the hot ions ... the radiation pressure that is generated balances the force of gravity and the photons are capable of supporting the matter in an inflated radiation torus.
There is a figure demonstrating how the outer portion of the accretion disk is thus held up by this radiation pressure from the ion torus. Although not explicitly stated in the text, matter within the jet would experience a similar force pushing it away from the ion torus so that unless it is directly between the torus and the black hole, it would be pushed into a narrow jet along the axis of the accretion disk.
Furthermore (p. 1115) the magnetic field of the accretion disk creates a large dipole. Charged particles in this region will naturally tend to spiral around the field lines rather than flying radially outward from the black hole.
* An Introduction to Modern Astrophysics, 2nd ed. 2007. p. 1113.