Ok, I found this on SONG mode (not MIXING). Then EDIT -> SELECT TRACK [1-16 buttons] and select by arrows position Volume and input your value. On the first line with PC --xxx you can set custom voice. In MOXF we need to put voice in this way 063-004-008, where 004 means number of bank and 008 number of voice in choosen bank, 063 is static number to get to all banks in MOXF. Maybe it will be helpful for others.

Hello. I'm trying to find how to save changed volume of the track in loaded midi song? The song is saved in MOXF memory. When I tried to increase volume on selected track in mixing mode and then store the song into the memory again, then the volume was still as before editing and storing. Maybe I need to do that in another way? Could you help me?

The VOLUME that is stored in the SONG (if the track was recorded originally on the MOXF) will be stored in the Track "header".

The Track 'header' is a bit of information that is recalled whenever you initially recall a SONG. Each Track has a set of information that will determine the behavior of that track. It is what is memorized as the Start Condition for each of the MIXING setups.
To review what is "stored" in your Track's "Header" you can do so as follows;

Recall the SONG in question
Press the RECORD button - to enter RECORD STANDBY mode
Press [F2] VOICE
You are now looking at the 'header' information. The data that is stored with that Track

VOICE - the Voice that was used when the track was originally recorded is shown (Bank:Number)
VOLUME - the Volume that was set when the track was originally recorded
PAN - the Pan position of the instrument within the mix
InsEF - whether or not the Insertion Effect is active on this Part (a maximum of 8 Parts can have the INS EF Switch set to ON)
On the other side of the screen is the Time Signature (which is updated every measure), the Tempo (which is updated as required), and the Measure/Beat counter = location currently

Change the VOLUME setting to the value you would like the track to start at...
Press [STOP] to exit Record Ready mode.

You have just entered new data into the SONG "header".
Press [STORE] to store you change to the SONG and MIX.