The camera actually did a great job of suppressing the loudness of these things. They spark internally in a loud and percussive way.
Note that this device holds a charge and can give a shock if opened, even with the main switch off. If you open one, use a screwdriver with an insulated handle to short both spark gaps.
I've been trying to find these high voltage electronic firecrackers for a long time, and finally found some being sold on AliExpress. They were expensive and the postage charge was very high too. (£40 plus £25 shipping!)
These units don't just use a speaker for the sound effect. They have high voltage circuitry that discharges capacitors across air gaps to make very loud percussive bangs.
The ones I was hoping for (and the ones shown in the listing's demo video) had the high voltage sparkers inside some of the fake firecrackers, but the unit I received has the sparkers inside the main case. That makes sense as it limits the amount of wiring and keeps all the electronics in one housing with suitable audio ports for the loud sparks.
This unit has a string of fake firecrackers for visual effect and a length of flashing LEDs that only worked once and ceased to operate after a single use of the high voltage section. It turns out that the LED wires were run right across the high voltage circuitry!
The design of the whole unit is surprisingly complex, with a dedicated power and high voltage PCB and a separate control module. The microcontroller generates the bursts of high frequency switching used for the high voltage generator, and it also triggers an audio chip to make a single firework whistle that is amplified and used to drive an extremely loud alarm sounder style speaker.
I'll give you a link to the listing I bought these from, but it does seem to expensive for what it is.
https://www.aliexpress.com/item/1005002137964794.html
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https://www.youtube.com/watch?v=2ONvHtysag4