Hel, is the daughter of Loki and Angrboða. She is the sister of Jörmungandr and Fenrir. She is the goddess of death, she rules over Helheim.
In Norse mythology, Hel is a being who presides over a realm of the same name, where she receives a portion of the dead. Hel is attested in the Poetic Edda, compiled in the 13th century from earlier traditional sources, and the Prose Edda, written in the 13th century by Snorri Sturluson. In addition, she is mentioned in poems recorded in Heimskringla and Egils saga that date from the 9th and 10th centuries, respectively. An episode in the Latin work Gesta Danorum, written in the 12th century by Saxo Grammaticus, is generally considered to refer to Hel, and Hel may appear on various Migration Period bracteates.
In the Poetic Edda, Prose Edda, and Heimskringla, Hel is referred to as a daughter of Loki. In the Prose Edda book Gylfaginning, Hel is described as having been appointed by the god Odin as ruler of a realm of the same name, located in Niflheim. In the same source, her appearance is described as half blue and half flesh-coloured and further as having a gloomy, downcast appearance. The Prose Edda details that Hel rules over vast mansions with many servants in her underworld realm and plays a key role in the attempted resurrection of the god Baldr.
In the God of War Series
God of War (2018)
While she's never mentioned, Jörmungandr's Jötunn Shrine specifically names her in Elder Futhark: "ᛒᚱᛟᚦᚢᚱ ᚠᛖᚾᛁᛊ ᚺᛖᛚᛃᚨᚱ ᛟᚲ ᛃᚨᚱᚾᚹᚨᚱᚷᚨ" Son of Loki and Angrboða. Brother of Fenrir, Hel, and the Iron-Wolves. It's possible that she is alive and survived the genocide of the giants by Aesir gods since both of her brothers are Jörmungandr and Fenrir are alive.
While Helheim has been able to exist on its own in the past, the goddess Hel is eventually banished to the realm and made to rule it by Odin.
Loki is still a child in the game, it's possible that Hel hasn't been born yet or she is banished somewhere else by the gods.
Interestingly, her brothers, Jörmungandr and Fenrir, are alive at the time due to time travel, making it possible that Hel is the only one of the three siblings who didn't get sent back in time.