She studied at the American Film Institute Conservatory. Among her projects there, Volkolva directed Lilith and the Woebringer. Volkova's thesis film was entitled Dreamland. In 2012 she received her MFA degree in Directing.
In 2010, Volkova was awarded an Honorable Mention and an Audience Choice Award in the Short Film Competition of the LDS Film Festival for her film I Love You Bernie Summersby.