If i remember rightly theres a news bulletin playing at the beginning that gives some background into the father's actions Jeffrey Desange but basically he's lost a fortune on the stock market and kills his colleagues and wife. You hear a gun shot before he takes the girls to the car.
https://en.wikipedia.org/wiki/Mama_(2013_film)
Distraught after losing his fortune in the 2008 financial crisis, stockbroker Jeffrey Desange has killed all of his business partners, his employees, and estranged wife before taking his young daughters, three-year-old Victoria and one-year-old Lily, away from home.
https://www.imdb.com/title/tt2023587/plotsummary#synopsis
A man kills several of his business partners and his estranged ex-wife, then runs away with his children: a young Victoria and baby Lilly.