Volume

Thats probably a odd question, but still. How'd you go with adding "volume" to the game? Right now im playing Fallout New Vegas (cant stand what've they done to 4), with in-game HDR disabled. Using LUT i managed to bring lighting to something similiar with default game look, but thats not enough. The game looks too 2 dimensional, if thats makes any sense. Lack of volume, you know. It feels like the character and his surrounding are at the same plane. Love visuals of games like bloodborne, where it looks really volumetric. and im not talking about volumetric rays. Im open for any suggestion
p.s: sry for bad english