You need the Swingshot and the Helipack: from your ship, go straight forward to the ledge and look down. You will see a metal platform. Follow the path and destroy all of the bombers along the way by shooting down the things they are connected to. Then, go to the last platform and you will see, to its right, smaller platforms (that sink in the lava when you jump on them) that lead to the gold bolt. Get it.
You need the Helipack: you need to finish the planet first. Then, go where you got the Pilot's Helmet and look down from the right of the elevator. You will see an opening at the top of a volcano. Glide into that opening and prepare to fight your way through. In the end of the path you will come out of the volcano and the gold bolt will be just a bit further along.