Cockatoo parrots scream pretty often, and this is part of their natural and normal behavior, which is something to be respected. However, excessive screaming, such as screaming almost all the time, is a sign of behavioral issues that need to be addressed.
Some of the main reasons why your cockatoo might be screaming all the time are as follows:
Seeking attention
Screaming out of boredom
Separation anxiety (they want you to return to their side)
Illness or pain of any kind
Feeling scared or insecure (they are calling for your presence so that you may protect and reassure)
Feeling happy or over-excited (they want to celebrate with you)
Cockatoo parrots can be very dramatic and attention-seeking, so it is important to discern when they need something important, and when they are simply putting it on to get you to answer.