According to the eBay page, there were 17 bids on the Borat bobble head doll. The nodder's head is a hollow casted resin, the body made from a polymer clay, and the base sound unit is covered in air-dry clay. It uses 3 'AAA' replaceable batteries that allow the bobblehead to speak various Borat phrases.
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"Wah Wah Wi Wah!"
Here's a video of the Borat Bobblehead made by its creator.