A proper answer would probably need to come from an attorney versed in copyright law. Perhaps your university can provide such assistance. With no notice to the contrary, assume that the work is copyrighted with all rights reserved. This implies that normal fair use and scholarly and/or critical exceptions apply, and these can vary.
But, informally, it would depend a bit on what you wish to capture. If it is a constructed graphic then that might be construed as a "complete work" within the larger whole, making it less likely to be acceptable. And if there are several such screen captures from the same video it also can be problematic.
On the other hand, copyright law (most places, but variable) permits some exceptions for scholarly work; looser interpretations of limitations. And the same is true for works of criticism.
However, I think you need to be more specific than you suggest in any citation if it is permitted. The date that you accessed it needs to be included and probably a time within the video in which it can be found.
In general, you don't need permission to cite from a work, but you do need to be careful about how much you "quote" and its relation to the "whole work."
But for specifics, talk to a lawyer versed in IP law.