No, as far as I know the broadlink component doesn’t work this way. I use a Universal media player that is like a template media player. You’ll need a sensor for the volume or a way to retrieve it. That is the very hard part.
The thing is that you’ll need to do some retro engineering. If your TV is connected either try with this component (and hope everything works out of the box) or with the android App to scan the network. Once you found your TV (it’s better to set it’s IP static in the DHCP settings of your router to avoid future problems), look for the controls in it. It should be like “GetVolume”. Then invoke the service and go into the logs. There you will need to find the line of the action you just did (clear and try again if necessary). That will give you all the informations to tweak the command line sensor I posted earlier.
The last resort is to try to either guess the volume and use a variable in HA to keep track (which will stop working if anything changes the volume externally) or if you have a display of the volume to find a way to capture it and use OCR on it (using a camera and the 7 segment component of HA).
That is quite advanced endeavour but you’ll probably learn a lot doing it.