what you see 12:00 into this video.
First of all, that effect was almost certainly generated pyrotechnically rather than electrically. Electric sparks of that size tend to be associated with quite lethal amounts of energy, which the special effects industry likes to avoid when possible.
Secondly, there's a good chance that it was added in post production, rather than live. Because even well-understood pyrotechnics are pretty dangerous, and actors can be pretty stupid (and valuable!), and there tend to be laws about such things.
You might want to look into "electrostatics." Things like "van de Graaff", "dirod", "Kelvin", and "Whimshurst" generators are widely described with "build-your-own" varieties, and are a lot less likely to kill you while you're figuring things out. And they can generate pretty significant sparks, too. Even the smaller Tesla coils are in the "less lethal" category...