Very interesting object indeed. Also see this previous video on How to Unlock Interlocked Fingers Topologically?
The horned sphere, together with its inside, is a topological 3-ball, the Alexander horned ball, and so is simply connected; i.e., every loop can be shrunk to a point while staying inside. The exterior is not simply connected, unlike the exterior of the usual round sphere; a loop linking a torus in the above construction cannot be shrunk to a point without touching the horned sphere. (Wikipedia)