“their Glory.” In this context, scholarly consensus is that “Glory” is being used as an appellative (or metonymy) for God Himself. There is some evidence that the original text said “my glory,” referring to the praise and honor due God, but that does not seem to fit as well with the last part of the verse. It makes more sense that the people exchanged God for an ox idol than exchanged God’s praise for an ox idol.
[See word study on “metonymy.”]