If you truly are a volunteer, then he would have no right to demand you perform PT on the weekend with him. However this does not mean you should simply disobey him either. In this case the most prudent course of action would be to discuss the issue with your leader and let your leader inform the other NCO that you will not be participating in his weekend PT.
If however you are not a pure volunteer but were directed to participate in remedial pt then he would have grounds to require your presence provided the weekend PT is approved by the commander as a remedial training program. Again the best course of action is to take the issue up with your leader.