A study called 'Play vocalisations and human laughter: a comparative review' found that, at least, two species of parrots 'laugh' (in their own way, of course, we are not talking about them imitating human laughter) - VERY interesting but not surprising at all and I am sure that, if they had studied other species of parrots (the ones they found were budgies and keas), they would have found that a number of them also 'laugh'
https://www.tandfonline.com/doi/full/10 ... 21.1905065