How To Change The Header Text Of Gridview After Databound

I have a gridview I bound a DataTable with that Gridview Its dynamic so no hardcode Text in desin.

I tried to change it after Databound and in PreRender of gridview but no Success.

Actually there are Underscores('_') in text and I want to Replace it with space.

Below is code

<asp:GridView ID="grdSearchResult" runat="server" AutoGenerateColumns="True" Width="99%" OnPreRender="grdSearchResult_PreRender"
OnRowCreated="grdSearchResult_OnRowCreated" OnPageIndexChanging="grdSearchResult_PageIndexChanging">
<HeaderStyle ForeColor="White" BackColor="#215B8D" />
<AlternatingRowStyle BackColor="#F7F7F7" />
<RowStyle CssClass="gridtext" HorizontalAlign="Center" />
</asp:GridView>
protected void grdSearchResult_PreRender(object sender, EventArgs e)
{
for (int i = 0; i < grdSearchResult.Columns.Count; i++)
{
grdSearchResult.Columns[i].HeaderText = grdSearchResult.Columns[i].HeaderText.Replace("_", "");
}
}