If your wand has a volume button on the side, with the wand on press the volume button to hear the current volume level. Press the volume button repeatedly to cycle through volume levels.
If your wand does not have a volume button, after turning on your wand, press and release the small red button until you hear "Current volume level" Next, press the big green button to change the volume setting. Press the small red button once more to select the new setting.