That budgie is really sweet and clearly quite talented!

While I don't know Russian, there are a few similarities in the way of speaking when compared to Portuguese, especially in terms of diction (as in speech enunciation).
I'm pretty sure I heard this budgie repeating many times and in a row these two words: "perikitchi" "papagallo". First one you can understand it's parakeet, the other "pappagallo" (Italian word) means "parrot". In my native Portuguese the name for budgie is "periquito" and parrot is referred to as "papagaio", very similar in the way this budgie is pronouncing the word.
Sorry for this long post, these are two of my passions combined, budgies and languages.
