Pronghorn Antelope (Antilocapra americana americana) in the White Mountains of Arizona. The name "Pronghorn" is derived from a forward projection or prong on each horn. This animal has true horns, in that the horn sheath is comprised of fused hairs which cover a bone core. Pronghorn hair is very brittle and is shed throughout the year. During extreme conditions, the hollow hair provides excellent insulation. Pronghorn hair is also used as an alarm signal. By erecting its white rump hair, a pronghorn alerts the rest herd of possible danger.