I've attached a sketch of one such cross section (light blue) of the solid (shown at <em>x</em> = 0). The planes <em>x</em> = ±1 are shown in gray, and the two parabolas are respectively represented by the blue and orange curves in the (<em>x</em>, <em>y</em>)-plane.
For every <em>x</em> in the interval [-1, 1], the corresponding cross section has a diagonal of length (2 - <em>x</em> ²) - <em>x</em> ² = 2 (1 - <em>x</em> ²). The diagonal of any square occurs in a ratio to its side length of √2 : 1, so the cross section has a side length of 2/√2 (1 - <em>x</em> ²) = √2 (1 - <em>x</em> ²), and hence an area of (√2 (1 - <em>x</em> ²))² = 2 (1 - <em>x</em> ²)².
The total volume of the solid is then given by the integral,