Didn't know that "horror" relates to "hair." Both stem from PIE (Proto-Indo-European) root *ghers- "to stand out, to bristle, rise to a point," so you can safely say the word "horror" literally means something that makes your hair stand up on your head (and on other parts of your body). Also, think "hirsute" and other derivatives that are far away from this root but closer than you might think: harry, hare, harass, etc.
This is fascinating. I love digging through the history of English language.
(The above graphic is designed by Jo Ratcliffe. Check out his work.)