Depends on your definition of volatile. I have seen investigators on this site use the term "volatile" for many different types of compounds, several of which are anything but volatile. It also depends on the type of compound (labile, reactive, etc). You gave exactly zero information, so you should expect exactly zero help back.
If the molecules are volatile GC-MS with maybe even a 'head- space' sampler. If the molecules are soluble, then HPLC.
If the compounds are volatile but soluble then you may need a 'cyrogenic' sampler for your HPLC.
Instead of a cyrogenic sampler you can store samples in an ice bath just prior to injection (HPLC or GC). Your 'volatiles' are likely to be products of degradation like Acetic Acid, Proprionic Acid, Butyric Acid... The peroxide value and free fatty acid tests monitor the growth in this impurities.
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