In one of the gutsiest performances of the year, Volkman played on after seeing his bone split through his skin in the first half of the Warriors' 24-12 win.
The 20-year-old opted against having a painkilling needle at halftime, given his finger was already going numb, before scoring the match-sealing try for the Warriors.
Volkman was due to undergo surgery on Saturday, but is hopeful of playing in the Warriors' next match against Brisbane after next week's bye.
"It was just a little compound fracture on my (ring) finger on my left hand," Volkman said.
"It was bleeding all day, but it was all good.
"It was just in the mess of a tackle. I looked at my hand and it started bleeding. The bone came out, but I didn't want to look at it.
"I just strapped it back up, it's all good."
Volkman's heroics follow that of fellow five-eighth Cameron Munster in Melbourne's season-opening win over Parramatta, after he too played on.
Munster missed two weeks after the surgery showed revealed further damage.
Remarkably, Volkman did not leave the field after he suffered the injury in a missed tackle on Matt Burton on Friday.
Instead, he sought treatment after the Warriors scored on the following set, and played on to take the kick off on the very next play after being strapped.
"I was thinking about one of my one of my mates, Jazz Tevaga," Volkman said.
"My whole rehab he was just talking about me being tough and not being a little (sook). All I thought about was what would Jazz do.
"It was pretty numb (at halftime). I just strapped it straight up and went straight out.
"We are lucky we have the bye, so (Saturday) morning have a little operation on it and it should be sweet."
In further good news for the Warriors, backrower Mitchell Barnett is set to resume contact training after suffering an ugly neck injury in round three.
There had been genuine concerns over the 29-year-old's ability to return after after suffering nerve damage from an alleged crusher tackle that went uncharged.
However he has recently been given positive news from medical staff, and the club are hopeful he will soon return.
In-form hooker Wayde Egan also hurt his calf in Friday night's win, but the club are hopeful the injury is not serious.
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