Equip Sheena with the Card of Lightning (found in the Meltokio Sewers or bought in Mizuho), the Thunder Cape (found in the Toize Valley Mine), and a Paralysis Charm (dropped by Iapyx or bought in Asgard). This will make her immune to lightning, which is the only type of damage Volt deals. The downside to this is that Sheena will also deal lightning damage, which heals Volt. Either use any color quartz item (except purple) or have Sheena use S. Seal: Water on herself to change her attack attribute to something else. Now you can just walk up to Volt and smack him around while he futilely attempts to zap you. These remedies are temporary and will wear off, though, so watch the numbers showing the damage you do. When they turn green, Volt is getting healed and you need to change your attack attribute again. To keep your other characters safe and out of harm's way, set their third strategy option to Hold Position.