Could be a lot of things. Sounds like feedback possibly going through a wah. Some sort of pick scraping. An Ebow going through some for of chorus/flange.
Although the more i listen it sounds like some sort of rotational sound which might make it a phaser.

Play around and see what you can get.

On the second track its much clearer so i'm defiantly saying some sort of modulation effect.
Last edited by Blanco at Mar 28, 2011,
I would agree on the feedback into a wah; sounds like he's sliding to different notes causing them to feedback almost instantly.
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I think its harmonics as well that he's playing for bits of it.
Sounds like an Ebow to me, with maybe a bit of a wah or flange.
This post may contain my opinion and/or inaccurate information.

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Without learning it myself i dont really no but there probably natural ones not pinch. The electro harmonix effect you posted up gets it pretty close.