This is a flexible, "fresh kill" type of Hollywood prop. Soft sculpted body and face, fake fur throughout. As shown here, the horns are missing (lost in filming last project). Yes, we can reinstall those horns. Last featured in the fill "The Witch: A New England Folktale" (2015) standing in as "Black Phillip" the witch.
Here's a little behind the scenes article: https://screenrant.com/witch-movie-black-phillip-goat-attack-ralph-ineson/