Hint:
The paraboloid as the $z$ axis as axis of symmetry, so you can find the volume as the solid of revolution of the parabola $z=x^2$ around the axis $z$, for the values $0
Your observation that $r=\sqrt{h}$ at the height $h$ is correct, but the volume is $V=\frac{\pi}{2}r^2h=\frac{\pi }{2}h^2$