This video is called Beluga Whales (Delphinapterus leucas).
From Current Biology:
Spontaneous human speech mimicry by a cetacean …
Although dolphins (Tursiops truncatus) have been trained to match numbers and durations of human vocal bursts  and reported to spontaneously match computer-generated whistles , spontaneous human voice mimicry has not previously been demonstrated. The first to study white whale (Delphinapterus leucas) sounds in the wild, Schevill and Lawrence  wrote that “occasionally the calls would suggest a crowd of children shouting in the distance”. Fish and Mowbary  described sound types and reviewed past descriptions of sounds from this vociferous species.
At Vancouver Aquarium, Canada, keepers suggested that a white whale about 15 years of age, uttered his name “Lagosi”. Other utterances were not perceptible, being described as “garbled human voice, or Russian, or similar to Chinese” by R.L. Eaton in a self-published account in 1979.
However, hitherto no acoustic recordings have shown how such sounds emulate speech and deviate from the usual calls of the species. We report here sound recordings and analysis which demonstrate spontaneous mimicry of the human voice, presumably a result of vocal learning , by a white whale.