Why Do We Get Goosebumps When Listening To A Song?

Close your eyes and try to remember the last time a piece of music made you come goosebumps. It is likely that at that time you also felt a shiver throughout the body, starting from the head and radiating down the spine.
An estimated 86% of the people experienced this feeling listening to a song, although some people are more prone than others to react this way. Why?