As far as I can tell, it's only currently possible to apply a filter to a single frame of an animation,
And whilst it's possible to use a Filter Mask to get around this for the most part,
I can't see a way to use something like G'MIC to apply to every frame unless I went through each one manually.

If there's a way to do this I haven't caught, that would be incredibly useful,
especially when it comes to colouring animation, or adding anti-aliasing to an animated piece.

For now you can just easily create a filter mask, check if all frames look correct, then merge them (layer with the mask) together. It will preserve your frames and apply the filter to all of them (at least I believe so). I do it with Transform Masks, it helps moving all frames at the same time etc.

If you really want to apply a GMIC filter to all frames of an animation, you can do that but you have to do it outside of krita.

You'd Render your animation out to a sequence of .png files and then apply the GMIC application at the command line level using a command line construction that specified a series of input files (your rendered out sequence) and a series of output files, or write a Linux bash script or Windows batch file to do it. After that, you'd import the resulting output files back into a krita animation and carry on.

The filter type and parameters are specified on the command line and you can get these from the GMIC filter in krita by using the GMIC plugin logging facilities in its Settings window.

If you want to take it to that level then it's not very difficult but it's not something you do casually or in a short time, not the first time anyway. A Google search will take you to forums that tell you how to do all this