Hey, sorry about the late reply. It's just paper. Made it a while ago so i can't remember the specifics but i'm fairly sure i put coloured paper through a shredder to get thin strips and then bent it to get the shapes. It's held together with PVA glue so it is rather strong. Instead of folding it, you can also run the edge of a blade along it to give the paper a natural curve and if you apply enough pressure and do it enough times you can get some interesting spirals.

Sorry again about the rant but i'm glad you liked it ^-^