How do you make this synth?

You mean the sawtooth synth playing at a higher octave?

Well a sawtooth (of course) -> an ADSR with short decay time and low sustain level, maybe a little release time too -> a lowpass filter, maybe with some very slow lowpass decay (try it by taste) -> a smooth delay panned 50 % to the left -> a little reverb in the centre.
That's pretty much it I believe.
 
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