What they have is Sulfur hexafluoride. Itâ€™s 5.11 times as dense as air. Itâ€™s non toxic, although itâ€™s byproducts can be extremely dangerous.
Another interesting point is that inhaling this gas will make your voice sound deeper. Sound does not travel as fast in this medium. Helium can transmit sound very rapidly, hence making your voice squeaky.