There is no such notification at this time. Currently following something just brings that assets posts into your stream. There will likely be such a notification available in CB Activity 6.0.0 which is currently being developed. You can follow my progress in the below topic.
The plan is for all the CB Activity system actions in CB Auto Actions to move to CB Activity core code. Several new notifications will also be added. This would also allow for a centralized page where notifications can be toggled off per-user as currently that has to be done with fields.
Kyle (Krileon) Community Builder Team Member Before posting on forums:
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