It's responding to the air around it. Helium floats because it is buoyant; its molecules are lighter than the nitrogen and oxygen molecules of our atmosphere and so they rise above it.

Why do balloons rise in air?

That's how hot air balloons work: when you heat up air, its volume increases, so its density decreases. The balloon rises because of buoyancy. The force (weight) of the helium plus the latex/rubber downward is less than the buoyant force of the volume of air displaced by the balloon acting upward.

Why does balloon rise upwards?

A: Helium is called a "lighter than air" gas, because it is less dense than air. Helium balloons rise because of a force called buoyancy.