This way you can add the columns to DataTable. Now set the DataSource of GridView to DataTable.
protected void Page_Load(object sender, EventArgs e)
{
if (!this.IsPostBack)
{
DataTable dt = new DataTable();
for (DateTime i = Convert.ToDateTime("10/24/2014"); i <= DateTime.Now; )
{
dt.Columns.Add(i.ToShortDateString());
i = i.AddDays(1);
}
this.GridView1.DataSource = dt;
this.GridView1.DataBind();
}
}