They keep telling the public not to worry, even as they apparently are trying to worry them.
Two really important things you need to know if you browse Vault-Co regularly :
1. Nuclear weapons are not capable of hefting enough ash sufficient to cause a winter lasting more than a few years at most. They are not physically capable of getting the ash high enough to saturate the troposphere and block sunlight entirely where it enters the Earth's biosystem. The ash that comes from them might be deadly toxic and radioactive for years but will not last centuries as fearmongers have often asserted. The nature of nuclear fallout means its half-life will be short compared to other sources of radioactivity. A nuclear war could ruin quite a few growing seasons but the Sun would be back in a few years.
2. Even the smallest supervolcano, forty of which appear to have recently become active again after millennia of being dormant ... is easily capable of blotting the Sun out of the sky and bringing on an eternal frigid night that might last many decades. The ash that comes from supervolcanos is not only capable of burying entire continents under an ash blanket, this ash is one of the deadliest and most toxic air pollutants ever discovered when it come to oxygen breathing life. It is similar to a liquid aerosol of concrete that can harden inside the lungs when breathed literally petrifying men from the inside. This is in addition to possibly being remarkably poisonous and radioactive as well. Where it settles it initially poisons the soil, ironic because eventually it creates the most fertile soil for agriculture of them all.
I recommend you prepare for either or both when constructing a Vault. I'd keep both in mind when you are designing it to be prepared for any eventuality. The same baffles used to keep out fallout ash are just as good against volcanic ash.
I believe that the eruption of Toba 80,000 years ago that led to a bottleneck of less than a few thousand people on Earth was not accidental or natural. I think it resembles no other eruption in the geological record and appears to have had no precursors. It looks like an implosion vaporized the cap instantly and released the contents with such force that a large part of the planet beneath was fired into outer space at escape velocity. I am sure it was heard around the entire planet when it detonated. It is possible that in the next war an enemy will pursue the exact same outcome against the United States by deliberately targeting the already precarious Yellowstone. Imagine a nuclear war that also incorporates a supervolcano eruption. You will be glad you stocked a little more food in the shelter with this possibility in mind.