>>531570343
>>531570662
To get fog you have to blend the fragment color with the color of the skybox based on distance. You can see this very clearly in this frame of the video you posted. Instead of being its normal, selfshadowed color, the asteroid is the same color as the background. It looks like somebody took a brush and painted the color of the background over the asteroid.
https://www.youtube.com/watch?v=qslBNLeSPUc