There are various hairstyles like this on YouTube, but I've noticed a lot use extensions or braid the actual hair at the front so the result is more like a dutch or french braid. I wanted the effect to be more like a hairband. To make it work I used two long pieces of my own hair from each side roughly in the position I wanted the hairband to sit.
How to do it
1. Braid each long piece from either side loosely (to keep it long and thick) securing with a hairband if needed
2. Put the remainder of the hair in a high ponytail
3. Wrap each braid over the top of the head towards the opposite side, securing them in place with a few bobby pins (I pinned any long bits of hair from the braids into my bun for a more seamless finish)
4. Wrap the ponytail around itself, pulling bits out and pinning for a loose and messy look
If your hair is shorter you could try using braiding hair instead of your own hair for the headband.
What hairstyles have you tried recently?