So 3V isn't going to pose any real risk unless it's applied internally and right across a critical nerve leading to your heart or a muscle directly on the heart. For reference pacemakers are generally set to 2-3 volts. Applied externally up to ~12V is generally considered low enough voltage there's a low risk of truly adverse effects.
His entire rig at one point delivered >80k amps, but he's fine.
10 milliamps across your heart can kill but using Ohm's law we can calculate 3V / 0.010 A to get a resistance of 300 ohms. This means you're probably still going to have a bad time if you apply it directly across your heart during open-heart surgery but other than that 3 volts just isn't enough to drive a lethal current through your skin.