Does a ground wire nut need to be in a box?

I have just spliced one of the wires coming from my coaxial cable surge protector so that it can have the proper connection to be properly bonded to the electrical service ground.

I have used a wire nut to do this.

Does this wire nut need to be in a box, like all wire nuts on high voltage equipment or am I OK to leave it in the open air since this is a ground on a low voltage line?

Problem resolved: make the surge protector the box and put the wire nut inside that.

I don't think surge protector ground wires carry heavy fault currents, but the NEC may tell you anyway to put it in a box.

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