The Latin word caelum
Word caelum
Meaning sky, heaven, vault of heaven
Notes/Remarks The origin of this word is unknown
See also Etruscan: cel- ‘heaven’
Proto-Italic: *kailo ‘sky’

Comments
It is unclear whether the word is inherited from PIE or a loan from a non-IE language.

Other words that might be of interest
sol ‘sun’, luna ‘moon’, stella ‘star’, nubes ‘cloud’, nebula ‘cloud’, cālīgō ‘fog’, tenebrae ‘fog’, nix ‘snow’, astrum ‘star, constellation’, caelestis ‘heavenly, celestial’