Sintaxis incorrecta cerca de la palabra clave 'GRUPO' EN SQL

Debe nombrar su subconsulta:

DECLARE @avg_volume INT
 SELECT @avg_volume = ISNULL(AVG(Total_Volume), 0)
 FROM   ( SELECT    station_id ,
                    DATEPART(Year, date_time) AS YEAR ,
                    DATEPART(month, date_time) AS MONTH ,
                    CONVERT(DATE, date_time) AS DATE ,
                    DATENAME(weekday, date_time) AS weekday ,
                    SUM(volume) AS Total_volume
          FROM      rvtcs_data_aggregated_hourly
          GROUP BY  station_id ,
                    CONVERT(DATE, date_time) ,
                    DATEPART(month, date_time) ,
                    DATEPART(Year, date_time) ,
                    DATENAME(weekday, date_time)

        ) AnyNameYouLikeButYouHaveToGiveOne --<-- Here

 GROUP BY station_id ,
        CONVERT(DATE, date_time) ,
        DATEPART(month, date_time) ,
        DATEPART(Year, date_time) ,
        DATENAME(weekday, date_time)
 ORDER BY DATEPART(Year, date_time) ,
        DATEPART(month, date_time) ,
        CONVERT(DATE, date_time)

 SELECT @avg_volume