For clarity, you mean the Volume Effect checkbox in the Corona Sky? This is not actually a volumetric fog, just a quick effect that is much simpler than anything truly volumetric which lets it be as fast as it is - but as such it comes with limitations that would not exist for an actual volumetric material. Not meaning to be "nit picking" but it's important for us to know if you mean Volume Effect or volumetric fog, since the two are different :)
