Test your capacitor and meter. This circuit depends on charge being trapped on a capacitor which a voltmeter reads. This only works if the charge stays on the capacitor and does not leak away. Sometimes special polystyrene or Mylar capacitors are needed because of their low leakage. The voltmeter can draw off the charge.
Every voltmeter needs some charge.
Inexpensive analog meters use the magnetic field generated by the leaking charge. Some inexpensive digital voltmeters have high impedance only on their lowest voltage scales. You can tell whether you have a suitable capacitor and meter with the following test if your meter can measure both voltage and resistance. Attach the capacitor to your meter. Switch the meter to resistance.