That is adorable! I wish mine would respond to my voice like that! Kirby only speaks for four scenerios:
1. He wants out of his cage (in the mornings he'll say "good morning" "how are you" and some new phrase that I can't understand
2. If I leave him on a perch and leave the room he'll squeak, as if to say "wait, Mommy, you forgot me!"
3. When he's pissed and having one of his hissyfits
4. (this one's the cutest) when he flies somewhere and lands where he aimed, he'll give a loud squeak is if to say "Yeah! I did it!"