There are some discontinued Boss pedals from the early 90's or late 80's (i forget which)

It is called a Boss Super Distortion & Feedbacker (THe model number is DF-2)

You can only get them on Ebay now for around 100 bucks.
And also because his amp is turned up really loud.

Pretty much all guitars do that if you turn the amp up pretty loud without any noise suppressers.
ya he doesnt use any pedals so thats not it. I dont get what you mean itll do that if your amp is turned up really loud.
pretty much turn your amp up to 5 or 6 and put your guitar in front of the amp.
it will feedback.