Step 1: Understand volatility.
Volatile oxides easily vaporise on heating and are usually covalent in nature.
Step 2: Analyze the oxides.
\(\text{As}_2\text{O}_3\), \(\text{P}_2\text{O}_5\), and \(\text{SO}_2\) are covalent oxides and volatile.
Step 3: Identify the exception.
\(\text{ZnO}\) is an ionic oxide with high lattice energy and is non-volatile.
Step 4: Conclusion.
Therefore, zinc oxide is not volatile.