If bonds are identical except for maturity and coupon, the one with the longest maturity and lowest coupon will have the greatest volatility. 

The relationship of maturity to volatility is direct - the longer the time to maturity, the greater the volatility. A longer-term bond pays its cash flows later than a shorter-term bond, increasing the volatility. This is because a bond’s price is determined by discounting the value of the cash flows. A longer-term bond pays its cash flows later than a shorter-term bond, and longer-term cash flows are discounted more heavily. 

The relationship of coupon to volatility is indirect - the lower the coupon rate, the greater the volatility. This is because a bond’s price is determined by discounting the value of the cash flows. A lower coupon bond pays less cash flows over the bond's life and more at maturity than a higher coupon bond. As noted above, longer-term cash flows are discounted more heavily.