Thanks to Shirat Devorah for pointing me to a blog called AJNWatch, which posted the image above. In it, Rav Yaakov Emden in Migdal Oz quotes the Gemara in Eiruvin 19a that says that there are 3 openings to Gehinnom: 1 in the desert, 1 at sea, and 1 in Yerushalayim. He tries to reconcile this with the Zohar that says that there are really 7 openings to Gehinnom. He therefore says that there are really 3 categories of openings to Gehinnom. There are 3 at sea: Hekla, Etna, and Vesuvius. (He goes on to say that there are 2 more on each side of India, plus 1 in the desert and 1 in Yerushalayim.) He specifically refers to Hekla (which Wikipedia says is the most active volcano in Iceland) as one which constantly spews fire like a river of sulfur, and near it, one can hear a wailing sound and a great roar.
What does this have to do with the Eyjafjallajokull volcano?
Well, 2 things: 1)some scientists say that Hekla may follow and 2) it's close to Hekla.
This article says that R' Yaakov Emden is not the only one that calls it the "Gateway to Hell":
Hekla’s Volcanic Activity