I think it has no effect on SEO. If Google or some other search engine creates a new section for streaming videos then yes maybe.
But live streaming adds a huge value to a site for the visitors, this live action and will engage visitors and will make the come back for more. Will make them stay longer and no miss much.. Depends on what you are streaming..
People might add link to your website on their blogs etc and the yes that will help you with seo.