Various types of fog or haze are essential elements of any real-life exterior renders, even if you are trying to imitate a sunny, cloudless day. Adding a global volumetric fog to a scene is great a way to increase its realism and add a specific atmosphere, but it should be noted that adding dense fog can lead to a longer rendering time, especially with a strong, directional light source.
You can add a volumetric fog by creating a Corona Volume Material and adding it to the Global Volume Material in Render Setup > Scene > Scene Environment:
Adding CoronaVolumeMtl as the Global Volume Material
To make the fog visible, the Absorption Distance parameter in the Corona Volume material must be changed to a value higher than 0, and Scattering Color must be changed to other than black. Usually, the Absorption Color should be set to a light grey color, and its Distance should be set to a few hundred meters or other units (depending on the fog’s thickness and the scale of your scene). The Scattering Color should be set to a grey color as well.
Increasing the Directionality value will result in visible halos around strong light sources while using values close to 0 or negative ones will make the light scattered inside the fog more uniform. The “Single bounce only” checkbox should always be enabled for the global fog material, otherwise rendering may be very slow without much visual benefit.
Example of using CoronaVolumeMtl as the Global Volume Material in the exterior scene
Also, there is another option of using the Volume effect - directly from the Corona Sky environment map:
Enabling Volume effect in the Corona Sky map
Volume effect can be used for creating a realistic atmospheric effect and adding a haze or fog to the background:
Example of using Volume effect in Corona Sky environment map