If anything helmets provide a false sense of security.However a definite no to any form of headgear. They don't work in reducing brain impact. I've seen a player wearing a head guard take an accidental head hit in rugby training. She looked fine, was removed from play and within 20 minutes she didn't know where she was. This was a couple of years ago and she now has no recollection of what happened.
Down here in Aussie rules a player on the team I support had his 8th concussion wearing a helmet. He's the walking poster boy for concussion in the modern game.
If he ever plays another game of AFL again it will be a miracle.