Surveillance video showed the exact moment the explosion took place, just inside an entranceway to the train station.
There have been 32 terrorist attacks in Russia in the year ahead of Sochi 2014, according to Kavkazskiyuzel, a Russian think tank.
"With these kinds of operations, it's not the size of the operation that matters -- it's the willingness of the people executing the operation to target civilians," professor Swift said.
Chechen rebel leader Doku Umarov called for new attacks earlier this year against civilian targets in Russia, including the Sochi Games. Umarov urged his followers to "do their utmost to derail" the Sochi Olympics, which he described as "satanic dances on the bones of our ancestors."
The Volgograd region has declared a period of mourning until Jan. 3 for the victims of both bombings. The city, formerly called Stalingrad, also serves as an important symbol of Russian pride because of a historic World War II battle in which the Soviets turned the tide against the Nazis.
ABC News' Dragana Jovanovic, Ben Gittleson, Tomek Rolski and The Associated Press contributed to this report.