The attributes of privacy settings are private, unlisted or public. By default the privacy of the videos is kept as unlisted. The videos are listed under Published Videos, you can change the privacy settings to private and public by clicking the Unlisted text. You can also change it later from the video player page by clicking on 'Info & details' under the 'Video Settings' menu and selecting the privacy as desired.

You may refer this walk-through video for the same:

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