Bulbapedia says only from gen V in the breeding section, the egg image is present from gen IV in Serebii, and serebii lists egg moves for Volbeat in gen III, so which is it?
They are related from gen V through ditto. This means that starting Gen V,Volbeat could lay eggs that contained either Volbeat or Illumise.(Source).However,Illumise could always lay eggs that contained any of the two Pokemon.(Source).
Hope I helped!