Step 1. Part the back of your wig into 3 sections. Keep the side sections away from the middle section of hair you are working on. (I always find it easier to start from the middle and working my way out.)
Step 2. Clip back the top layes of your section of hair. Hold up the bottom portion of your hair straight up in the air. Start teasing. Back comb your section of hair using your fine toothed teasing comb.
Step 3. Hairspray the base and lightly spritz the top of your section. I like to use my hair dryer on a low setting to dry the hairspray faster. Grab another section of hair leaving enough hair cliped back to comb and smooth over teased sections. Repeat step 8 on your second section of hair.
Step 4. Lightly brush your top section over the teased sections of hair to smooth the tangles out a bit and to give you a nice smooth look.
You will now have a portion of nicely teased hair that will give your wig volume! I didn't tease the top sections of the hair because I wasn't going for the beehive look, instead I wanted this wig to look fuller instead of limp.
Repeat these steps working your way from the center to the sides. After you have teased all of your wig, hairspray and mold the wig into a style you want. After all these steps your wig should have a nice amount of volume!
Source: HezaChan.com