These are also known as "hair muscles". These are tiny muslces that are attached to the hair shaft. These muscles cause the hair to stand up or be erect. When the Arrector Pili muscles contract due to stress, fear or other nervous conditions, the hair becomes stiff and will actually "stand on end".
Daily Hair Tip
A good volumizing trick is to mix equal parts of hair mousse and gel together and then paint sparingly on the roots of your hair before blow drying with a make-up brush.