You should use some sort of flexible material, like TPU or Polypropylene (PP). Hard plastic will otherwise rub against your skin, not a comfortable feeling by any stretch.

Flexible filament is notoriously hard to use, make sure to:

• print very slowly, somewhere between 15 and 20mm/s,
• disable all retractions completely and
• turn off the heated bed or only use sub 30'C temperatures.