It's a waterfall braid. Look up some videos on Youtube - it may be on people hair but it isn't that different. I've done it before, but it turned out pretty bad!! Plus his mane was barely long enough! Haha!
But here is a good one I think.
Skip to 2:40 for the actual braid. I didn't listen to it. https://www.youtube.com/watch?v=pWD6S0inGoc