I downloaded the clip, imported it into Adobe Premiere, scaled it 2X, adjusted the gamma and lightly sharpened, and slowed the speed down to 10% to get time to take a close look. Here's the result (Windows Media, 4 megabytes).

What do I see? Well, the clip's been edited and has several abrupt jumps. You can see the "alien in sunglasses" in a few frames. At one point I can clearly see the woman turn her head to look into the camera (and she doesn't look happy!). The original was heavily compressed, so it's impossible to look for technical artifacts that would indicate fabrication (deja vu, that's how it always is...funny, that).

General impression is of high production values. The composition is intended to suggest a surreptitious filming, but I get the sense that the original was of high quality, and was "grunged" to add "realism". It might've been CGI, but it's hard to say.

Conclusion: Inconclusive, yet again, but doubtful.