Some good advice here.
I'll pitch in with those saying you need a story to justify the introduction of the doll as well as a way of presenting it both with patter and character (dress, demeanor, etc.). Also, when the ladies ask you if you created it you respond with, "No, I bought it." Not a good response. You just told them, basically, you're just a kid having some fun with a cereal box magic trick. Also, you introduce it to one lady as "This doll is actually very scary. I'll show you how scary it is." At that point she leans away and says "No" when you ask her to participate. Put yourself in her shoes--some stranger is telling her he has a scary doll while some guy films her. What is her motivation for continuing? At that point she just wanted to appease you so you would go away. This worked well with the girl at the end though, but that's for good reason. She was young, seemed outgoing, and looked to be someone who was a little more open to someone wanting to share something interesting with her. She seemed comfortable with the situation. Different people have different levels of willingness and interest in participating. Sometimes more repoire is required before you can tell someone "I have a scary doll and I want you to see how scary it is." Make sure you win their trust first with your approach. Sometimes that will come quickly, other times you will need to work harder for it. But try to develop a sense for when you have made enough of a connection that the person will be excited to participate rather than reluctant.
One last thing is personally I do not like the "Boom!" ending. You work to develop this eerie effect that sucks them in, and then you just blow it up and giggle about it. It doesn't leave them with the right feeling I don't think. Also, the doll lifts up a bit a few times after you do it, somewhat hinting at the method of the effect. It's just too abrupt. I see what you're going for with it, which is a moment of surprise, but you may want to consider if that really is the best way to leave the effect hanging for them. If you have Richard Osterlind's "Mind Mysteries" DVD set watch his performance of the Haunted Key and how eerie and spooky he makes it as that key slowly turns over in his hand. He sucks the audience in and creates this amazing engaging and hypnotic moment where time seems to stand still for them, and then that's where he leaves the effect hanging.
Hope that helps. Looks like you're having a lot of fun with the effect and you seem to be a natural performer. Also good to see you're comfortable with approaching people and excited to perform. Those are some of the hardest things for some performers. Keep up the good work, man!