She may be breathing rapidly due to stress.
Try covering the top and three sides of the cage to help her feel more secure and play some soothing music or budgie sounds for her on a low volume.
Keep an eye on her. If you notice she is fluffed up, lethargic, has runny poop or isn't eating or drinking normally or see other unusual changes in her behavior, then you need to get her in to see an Avian Vet.
Try covering the top and three sides of the cage to help her feel more secure and play some soothing music or budgie sounds for her on a low volume.
Keep an eye on her. If you notice she is fluffed up, lethargic, has runny poop or isn't eating or drinking normally or see other unusual changes in her behavior, then you need to get her in to see an Avian Vet.