Glasses are ubiquitous in daily life and technology. However, the microscopic mechanisms generating this state of matter remain subject to debate: Glasses are considered either as merely hyperviscous liquids or as resulting from a genuine thermodynamic phase transition toward a rigid state. We show that third- and fifth-order susceptibilities provide a definite answer to this long-standing controversy. Performing the corresponding high-precision nonlinear dielectric experiments for supercooled glycerol and propylene carbonate, we find strong support for theories based on thermodynamic amorphous order. Moreover, when lowering temperature, we find that the growing transient domains are compact—that is, their fractal dimensiondf = 3. The glass transition may thus represent a class of critical phenomena different from canonical second-order phase transitions for whichdf < 3.