Sometimes you want to change the volume on your Mac without hearing the audible “blips” that indicate its level. You can easily do this by holding the shift key while hitting the volume up or down buttons.
If you want to permanently silence volume changes, just uncheck this box:
Apple → System Preferences → Sound → Sound Effects → Play feedback when volume is changed
Note: If unchecked, holding the shift key when changing volume will have the reverse effect and allow you to hear the “blips.”