A GTX 965M would be enough for Skyrim on ultra, with FXAA at least. The reason it isn't in that video appears to be because they have gone beyond ultra and changed the ambient occlusion setting in the Nvidia Control Panel. This is explained in the link provided with the video http://www.gaminglaptopsjunky.com/alienware-15-review-i5-gtx-965m/#skyrim
It averages 77 FPS on the ultra + FXAA apparently. That's not too surprising as I have seen a GT 650M (1gb GDDR5) handle skyrim on ultra pretty well.
All bets are off if you start modding or playing about the with ini files ofc.
Also remember this, if skyrim or any elderscroll's game goes over 60fps then the physics of the game goes all weird and glitchy (stuff launches about, trees in the sky). So skyrim can still be really smooth, but remember, no matter how good a pc is, skyrim will never be "perfect".
Just wanna make this clear to save any future confusion you might have, or anyone else ;-)