I have wavy/curly hair - I can create volume but it's definitely not thick.
I have been through the whole curly girl thing and came out the other side with a very odd solution that works for me and I know its the secret because I have tested it repeatedly.
It's soap! I know it's hard to believe. I think any real soap would be fine. I mostly use Little Soap Company Eco Warrior Nourishing Shampoo Bar but I have tried others and had the same result. I use Noughty Colour Bomb Care Conditioner, but changing this has made no difference.
To add volume I use Aveda Thickening Tonic and Boucleme Natural Curl Defining Gel.
My hair stays frizz free for days, even I play with it.