You can use Exponential Height Fog to do this. Just drag it from the Modes / Volumes panel into your level. Even though it’s called “height fog”, you can use it as general distance-based fog by just placing it high above the camera so that the camera is deep inside the fog. Set Fog Max Opacity to 1, Start Distance to 0, and crank up the Fog Density (you can type larger values than the slider lets you).