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Do you see a difference regardless of helium or air? I assume from your description that it has to be inflated to work.

Helium is apparently great for soundproofing: https://www.youtube.com/watch?v=jxOzpPJbnTI (a great demonstration of sound suppressing properties of helium)

I am a light sleeper and would love to use it somehow in my bedroom, but keeping it contained is tricky.