The thermal capacity (heat capacity) of a body is the quantity of heat needed to raise the temperature of the whole body by one kelvin, measured in \(\text{J K}^{-1}\). It is related to the specific heat capacity \(c\) by
\[C = mc.\]
Reading that equation tells you exactly what \(C\) depends on. It depends on the mass \(m\) of the body, and on \(c\), which is fixed by the substance the body is made of, that is by its nature or material. So thermal capacity depends on the mass and the nature of the body, and on nothing else.
The quantity of heat supplied is not a factor, because \(C\) is a ratio, \(C = Q/\Delta\theta\); supplying twice the heat produces twice the temperature rise and leaves \(C\) unchanged. Temperature is not a factor either: \(C\) tells you how much heat is needed per kelvin, whichever kelvin you start from, so a body at \(20\ ^\circ\text{C}\) and the same body at \(80\ ^\circ\text{C}\) have essentially the same thermal capacity. Volume is not an independent factor because, for a given material, volume is only another way of stating mass through the density, \(m = \rho V\); once the mass and the material are named, the volume adds nothing.
A concrete check makes this memorable. Two blocks of the same mass, one aluminium and one lead, need very different amounts of heat for the same rise, which shows the nature matters, and two aluminium blocks of different masses also need different amounts, which shows the mass matters. Distinguish carefully in the examination: specific heat capacity \(c\), in \(\text{J kg}^{-1}\text{K}^{-1}\), depends only on the nature of the substance, while thermal capacity \(C\), in \(\text{J K}^{-1}\), depends on the nature and on how much of it there is.