It looks like a Rocket Propelled Grenade (RPG) to me and it looks like it exploded well below the helicopter (it's hard to judge distances with no 3D). RPGs either detonate on impact or have a self destruct fuse after about 4 seconds or so. When fired upwards, if they don't hit anything, then they go 'bang' and send shrapnel out at anything nearby. Effective height above the ground would be in the region of 2-3000ft depending on type. Most RPGs are point and shoot and are unguided.
Close call? I don't believe so. But then I could be wrong!
LJ