I felt like looking up why we get goose bumps and in consequence learned that the same response in us which causes goose bumps is what causes a porcupine to raise his quills, and consequently is likely the same response which causes a cat to raise its hair.
So, although in us you only see the goose bumps, furry mammals experience the same result under all their hair.
Goose bumps… the bumps on a person’s skin at the base of body hairs which involuntarily develop when a person is cold or experiences strong emotions like fear. The reflex of producing goose bumps is known as horripilation, piloerection, or the pilomotor reflex…
Goose bumps are created when tiny muscles at the base of each hair, known as arrectores pilorum, contract and pull the hair erect. The reflex is started by the sympathetic nervous system, which is in general responsible for many fight-or-flight responses…
Piloerection as a response to cold or fear is vestigial in humans; as humans retain only very little body hair, the reflex now serves no known purpose.
