Like Happy Meek, Little Cocon is an "original umagirl", i.e. not based on any particular real-life horse. However, as it is often the case with popular pop culture, there's a real-life horse named after her.
This chestnut colt is a son of Big Arthur and foaled by Break Dancer. He is a sire-line grandson of Sakura Bakushin O and, on the mother's side, a descendant of Sunday Silence through Dance in the Dark.