For a speech you should find the authoritative source for the text such as transcript or recording then cite the speech using the rules of the book, audio recording, website, or other source for the quotation. The reference format you need will depend on the type of document you’ve used.
In-text citation for book
Dr. King declared, “I have a dream that one day this nation will rise up and live out the true meaning of its creed” (Smith, 2009).
In-text citation for audio recording
Editor, A. (Ed). (Year). Title of the work. Publisher
Smith, J. (Ed.). (2009). Well said! Great speeches in American history. E & K Publishing.
King, M. L., Jr. (1963, August 28). I have a dream [Speech audio recording]. American Rhetoric. https://www.americanrhetoric.com/speeches/mlkihaveadream.htm
If you cannot find a transcript or recording, use the format below.
Speaker, A. A. (Year, Month Day of speech). Title of speech [Speech]. Description of speech and location.
Nelson, B. (2016, April 25). Anzac day dawn service address 2016 [Speech]. Speech presented on Anzac Day dawn service 2007, Australia.