Just as good is clay sold in electrical supply departments.
Same clay that seals AC electric wire into building from
meter. It is pressed both outside and inside vinyl to seal
wire to vinyl and should be pressed into plywood hole so that
water behind the vinyl does not get into wood (behind vapor
barrier).

Before drilling, check for location of studs. One does not
want to drill through a stud. Studs are also where electric
wires are routed. One does not want to drill through an
existing electric wire.

Really no need for plastic feed through bushings or tube.
But wire should route through a drip loop before entering
building. IOW wire should drop down below hole, so that wire
is coming up from below before entering the building. Water
drips down wire and does not drip down into vinyl hole.

Also a requirement for a grounding block. Typically, the
wire enters the building connected to earth ground 1) as
required by code and 2) important for receiver protection in
lightning prone areas.

Ken Maltz wrote:
Radio Shack sells a polystyrene or clear plastic type of
feed-through bushing just for this type of application. It is about
a foot long and will allow RG-8 to run inside of it. It has a
gasket on each end. Once you have installed it, you can use the
caulking to fill in any gaps, insuring an air-tight installation.