I think it is generally accepted that Tacitus made the speech up. Whether Calgacus actually existed depends on taking Tacitus’ word for it. Not very often that you find a Roman author trying to present the point of view of the enemy.
The Romans were factional, kinda like modern societies are, and the writers then had there own personal and political axes to grind. Of course, that doesn’t mean I’m jumping on the recent bandwagon to rehabilitate Caligula. 😎