The scariest thing I've ever read occurred in the daytime.
In Stephen King's The Shining,
there is a scene where the dad is out in the hotel's garden, and another where the son is out in the playground, and they both get separately stalked by the garden's hedge animals (which only move when the character isn't looking at them). The reason that it is scary is because the characters cannot rely on their sight to help them. They understand what is happening but the fear comes from the unknown, and not being able to see the animals moving. They know the hedge animals are moving behind them, and in their peripheral vision, but when looking directly at them they are stationary again.
The reason most scary things happen at night is not because it is night, but because of the things that happen at night. These include being in places alone as fewer people are awake, and not being able to see things clearly in darkness. The scene from The Shining recreates these conditions (loneliness, sensory deprivation) but in the daytime.
Put into simple terms, seeing an axe murderer at the end of a hallway is scary, but not seeing them and knowing they're somewhere nearby, maybe round the corner, or maybe behind you, is much scarier.
Therefore if you're wanting to build fear in a reader, you need to recreate these conditions, but in the daytime. There are the obvious cliched scenarios like being alone in a forest in the fog, but you can also be creative, like the protagonist is trying to look outside a window through some shutters in late afternoon, so they have the double obscured vision of having the sun in their eyes, and also only being able to partially see through the shutters. If they can see a figure moving about but can't make out who (or what) it is, you can create tension this way.
Other than that, the previous answer covers that fact that the character should be scared in order for the reader to be scared.