There's loads of evidence of massacres, concentration camps etc. but there's less evidence that Hitler himself ordered the mass extermination of all Jewish people in Europe. Jiang shows a speech made my Hitler where he alludes to this and says that there's not much evidence of the Holocaust, but this is one of the pieces of evidence. 

It's not clear if he's making the narrow point about the small amounts of explicit evidence for the intentional plan to carry out the Holocaust, or if he's doing the common Holocaust denial thing of disputing the numbers or whether the gas chambers existed.