Volgograd will jump one hour ahead
Volgograd is likely to change time zone from UTC+3 to UTC+4 at 0200 local time on 28 October, 2018.
Although the time zone change has not yet been given the final stamp of approval, it will probably pass the Federation Council on 3 October, and then be signed by the President and published into law a week or so later.
It can take many months for a time zone change to reach consumer devices. If your computer or phone shows the wrong time for Volgograd, you can set it to the Samara time zone instead. Samara observes UTC+4 all year, just like Volgograd is expected to after 28 October, 2018.
Update: The law has now been signed and published, and the change will go ahead on 28 October.
Time in Volgograd: https://time.is/Volgograd
Time in Samara: https://time.is/Samara