It is due to movement of Air (turbulence) in the atmosphere of the earth causes star light to get slightly bent as it travels from distant star through the atmosphere down to us on the ground.This means that some of the light reaches us directly and some fet bent away.

You will also notice that star near the horizon twinkles more than others.This is because there is a lot of atmosphere between us and the star near horizon then  in high sky..
Stars twinkle because they are just a fire ball as sun is known as the biggest star in universe . we noticed that sun is a fire ball + a star. 
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