You don't say where you reside, but since your hair is okay in the morning and gets worse as the day goes on, might the problem be humidity?
The key to protecting your hair from humid weather is to create a barrier that moisture cannot penetrate. Deep conditioning and anti-frizz products are essential.
As you style your hair, try using as few products as possible because excessive use of styling gels and creams can cause problems. It is also a good idea to use a clarifying shampoo about once a week to remove product build up. One of the biggest problems created by humid weather is frizz, which often impacts thick hair. You can try anti-frizz products (a good one is by John Frieda).
If you blow-dry your hair, you might try allowing it to air dry. Blow-drying saps hair of moisture and greatly increases the amount of frizz.
If your hair is damaged, a good deep conditioner will help. If you have a Sally's store nearby, I highly recommend Nature's Therapy by L'Oreal. A terrific deep conditioner that doesn't require a heat cap.
Hope this helps.
Good luck! 
------------- Merlin
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