If you used a high enough current, yes. Given enough power (or enough heat dissipated from the hair), the water would eventually vaporise.
But having said that, bare in mind your body is also 65% water, and the power needed to heat your hair to near 100°C for the water to evaporate, would definitely kill you.
As clear cut as 'Bob_for_short' has put it, he is right. You do not mess around with Van de Graaf generators, especially with water. You have clearly been watching too many cartoons