I did a test with a directional light earlier today and it did it for me.
Are you sure you didn’t looked anywhere close to sun direction ?
Awww ok I’m doing something wrong. Can you guys, share your settings for fog/light/cvars ?
Exponential Height Fog -> Volumetric Fog -> turn on “Volumetric Fog” Checkbox
Any Movable Light -> increase Volumetric Scattering Intensity.
Other settings are defaults. It should be enough to see volumetric effect.
Disable the sunshafts from directional light (or wherever they are setup), that’s the old screenspace effect. Like you can see on the screenshot posted here, it does work on directional light. But as mentioned, you probably need to increase the intensity to see it. 
Ok I got it working, but I had to crank up intensity so high, that everything else went white…
I guess it’s physically accurate, but this that one effect I’d rather not have physically accurate and have option to make light rays visible, without making fog looking like it’s glowing.
I agree. I have not tested it yet, but the effect I would want to achieve is “maximum light rays - minimum fog”.
If it only works with the exp fog then is a total limitation, the volumetric light is expected to use in many cases only in interiors without fog just dust or other different things…
Just did a quick test and with the right settings it is easily achievable to have light shafts and no fog indoors.
And those settings are ?
Somehow it refuses to do anything no matter what combinations I try…
Just make sure that the shadow distance for the cascaded shadow maps of your light is greater (in my case double) the value you have for the volumetric fog distance.
Figured it out, appearantly you have to increase the scattering intensity on the light way past the normal limit, to something in the hundreds.
But it’s still nowhere near as good as the above image, it looks somewhat… dirty?
And it looks strangely pixelated when the camera is moving.
You can increase the quality by lowering r.VolumetricFog.GridPixelSize to something like 4.
That all looks really nice
There is not fog outdoor aswell ?
There is new Material Domain called volume which you can use to control what kind of participating media you want and where.
* Added new material domain Volume, which can output Scattering, Absorption and Emissive. All properties are in world space densities.
* Particle systems using the Volume domain are voxelized based on their ParticlePosition and ParticleRadius
Here is another note from later in that log that seem to be relevant:
Change 3346526 on 2017/03/14 by .
[Copy] Volumetric Fog supports point and spot light shadows
* These lights are injected separately so that per-light resources can be bound (shadow depth map, static shadow depth map)
* Forward lighting of local lights can be forced with 'r.VolumetricFog.InjectShadowedLightsSeparately 0'
* Shadowed lights come at a cost: 2.9ms for volumetric fog on 970 -> 4.2ms with shadowing
2.9ms per light ? that makes 0 sense other engines take that same for 12 volumetric lights
Doesn’t seem like it’s per light, that would be crazy
It says that adding shadows for lights is 1.3ms total.