"I was told I would still need to wait my turn so I had to make my mind up. I chose to play regular Premiership football instead of a few games a season."
Volz, 21, has become an important part of Coleman's side this season and has improved quickly with top-flight experience.
Volz said he is enjoying himself and added: "When I came to Fulham no one expected too much from me and I could play freely. I am pleased I'm here, playing regularly and have got a chance to prove that I am good enough."
He will play at Southampton tomorrow when Fulham could welcome back Lee Clark (calf), Brian McBride and Ian Pearce (ineligible) after Wednesday's 2-1 FA Cup win against Everton.
Alain Goma (hamstring), who has signed a contract extension until 2006, is a doubt but Luis Boa Morte, whose racial abuse claim against Duncan Ferguson is now being investigated by the Football Association, should play against his old club.
Southampton have Michael Svensson back after suspension and may recall James Beattie.
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