Arugula is a leafy green vegetable that's deliciously bitter and spicy. The arugula in Italy is very spicy. While I was there I ate a hecka lot of it. Arugula pizza, salads of nothing but arugula, etc. In Ontario it's much milder. It's also known as rucola and rocket. All these words are derived from Latin ērūca "caterpillar, plant with downy stems". The diminutive form became in French roquette, in Italian rochetta, ruchetta, rucola, and in Spanish arúgula, ruqueta.
Latin ērūca is from Proto-Indo-European *ǵhēr(s)-ūkā-, the suffixed lengthened-grade form of *ǵhers- "to bristle".
horror is from Old French horrour from Latin horrōrem from horrēre "to bristle, shudder, look frightful," from the suffixed o-grade form *ǵhors-eyo-. The suffix -eyo- formed causatives and iteratives.
Pokorny has two roots: 1. ghers 445 "disgust, horror" and 2. ghers 445 "used in names of weeds". However, neither have palatals and neither have any mention of horrōrem or ērūca.
source: The American Heritage Dictionary of Indo-European Roots, Calvert Watkins, 2001