It depends on what you call paranormal stuff. It is your choice to believe in it or not.
But usually, 'paranormal' stuff happens when you don't expect it. Thus, it is hard to catch on a video. Second thing is, if you really do meet something paranormal, you usually keep it to yourself. That's because, if you are too assertive about it people will find it annoying and won't believe it. It's just the kind of stuff that most people won't believe unless they see it themselves.
Btw, most paranormal stuff are not seen, but felt or sensed.