Which shell is this?

How to get that auto-complete?
The shell being used in the shown terminal is the fish shell. The fish shell is a non-POSIX shell (and hence provides a different syntax from shells like bash and zsh) that gives the user what it calls "autosuggestions" based on previously entered commands, which is what is being displayed in the GIF animation in the question.
I recognized it as the fish shell since I recognize the autosuggestion feature and also the bold I in the prompt denoting "insert mode" (in the command line editing mode based on the Vi editor) and also the particular type of menus used in auto-completions. Oh, and the window title of the terminal says (fish) when the shell itself is the foreground job (which makes it not just a guess that it's fish).
Additional information and installation instructions for the fish shell can be found at its webpage.
zshusingzsh-autosuggestions.