AWS cognito access denied exception

Question

I am trying to view an AWS kinesis video stream on a local web page. However, I keep getting this error.

AccessDeniedException: User: arn:aws:sts::XXXXXXXXX:assumed-role/XXXXXXXX/CognitoIdentityCredentials is not authorized to perform: kinesisvideo:GetDataEndpoint on resource: XXXX

Here is the policy used for the associated IAM role.

{
    "Version": "2012-10-17",
    "Statement": [
        {
            "Effect": "Allow",
            "Action": [
                "mobileanalytics:PutEvents",
                "cognito-sync:*",
                "kinesisvideo:*",
                "sts:*"
            ],
            "Resource": [
                "*"
            ]
        }
    ]
}

I am using an unauthenticated Cognito role.

I also get a similar exception for sts:assumeRole.

What am I doing wrong?