A weather balloon is a large, rubbery sphere that is filled with helium or hydrogen gas and equipped with an instrument package. The instrument package contains things like temperature, pressure, humidity and wind speed sensors that send data back to a receiving station on the ground via radio signal. These measurements are used to paint a picture of vertical profile of the atmosphere, and they are also fed into the models that forecasters use.
There are many different kinds of specialized weather balloons, for purposes such as aviation, photography or video recording and scientific research. Some of these are used to determine cloud ceiling heights, which is a critical part of weather observation and forecasting. Other types measure atmospheric composition, ozone concentrations and the winds aloft.
When a weather balloon launches, it is attached to a parachute and a cord connecting it to a radiosonde (a small box of instruments). A tether can be added if needed, but it's not always practical, as it would increase the risk to airplanes flying below.
As the balloon climbs higher and higher, it expands — up to 8 meters (26.5 ft) across — because air pressure decreases with altitude. Eventually, the latex or neoprene balloon will break — the pressure at this altitude is only a few thousandths of what it is on the surface of Earth. Then the radiosonde descends in a safe way, so that it doesn't hit something or someone.