Coyotes make a variety of sounds: yips, barks, grunts, squeals, etc. Here you have baying: a soulful, mournful, wailing sound. And, if you listen carefully, you will hear two more coyotes responding from two different distant locations. The baying was set off by the sound of sirens.
This coyote had been sleeping, curled up in a ball. At the sound of the sirens she lifted her head and listened, and then she sat up — she did not begin the baying immediately. She began her own baying in response to one of the other coyotes. When the session was over, she went over to the same spot where she had been before, and again curled up into a little ball and closed her eyes.