This is an issue that all wig wearers will eventually encounter. I will say all wigs will shed to some degree in the beginning. With wear, the wig will experience sheddding also as the knotting of the hair fibers becomes loose on the cap and eventually unravels.
I recommend giving the wig a good shake and comb (be sure to use a wide tooth comb!). Also, washing will help with both the shedding and frizz!
The best way I've found to combat static, friz and shedding is to was your wig in some cool/luke warm water with about a 1/4-1/3 cap of your favorite fabric softener (or Woolite if you're sensitive!) This helps "condition" the fibers and I've even had some of the scraggliest wigs come out looking tons better! A good silicone spray like Simply Stylin or Evny's Renew and Repair will help too!
I hope this information has been helpful for you!