Good demonstration of the cold heading process, which is mostly used on smaller sized fasteners. The bolts the showed the heading op on were grade 8, so pretty strong bolts. Most people are not familiar with the plate rolling method of creating threads, but it is the most efficient for this type of fastener. Formed threads are inherently stronger than cut thread because of the compression and cold working of the metal. Those hex cap screws (proper name for that type of "bolt") still would be heat treated, then probably zinc plated. There are other rolling methods, but that is probably the predominant method. Socket head cap screws are made in a similar manner.
Nut are generally worked hot due to the extreme changes in size and shape, but some manufacturers use collapsible taps so there is no reversing of the spindle required.
Thanks for the link. Brings back memories of a HoloKrome training film I sat through in 1979 on how they made their products.