It is a STUFFED BUNNY. Much like the one held hostage briefly by Malkovich's Cyrus "The Virus" while taunting hard-luck protagonist Cameron Poe. And strikingly similar to the one scooped up from the soot of a burning Vegas strip by Cage's Poe and offered to his daughter, a gesture symbolic of a tattered exterior surrounding a heart of gold. Poe wasn't much to look at. But he was a good man.
But no, it is not merely LIKE that bunny. According to this NOTE OF AUTHENTICITY, it is the VERY SAME BUNNY.
This is so awesome.