The Mag-Volt is very safe t use. However, individual response will vary so you need to respect the fact that your headaches have started occurring when you started wearing the device. I started out wearing mine 24 hours a day right away and I had no issues and I am prone to headaches. None the less, this is the reason we recommend to start out at only 4 hours duration in the beginning. This way you can observe any potential side effects. I suggest you take a break for a few days and then resume wearing again to gain an insight into a possible relationship between the two or not.
Keep us posted!