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Fog Volume, aka a BOX of FOG

In UDK there was a volume that was full with the simplest type of fog. I found it very useful because I could have 2 of them with different color in 1 level and most important, I can have it ONLY where I want it not it spreading infinitely.

There is nothing like it in UE4 how can Emulate it? .

Fog Volumes are under consideration. See this question on Answerhub.