By preserve, do you mean so that no gas will escape the balloon? Or are you trying to do something like pop the balloon but have the coating keep its shape? Or just make the balloon "hard" so it does not bend/compress, etc?
In any event, also consider this. By adding this coating you will probably increasing the mass substantially (relative to the mass of the balloon). This will have a lot of impact on how the balloon behaves, and might even negate all the lifting effect of a helium balloon. It might also not completely destroy the lifting effect, it will just diminish it some.