You have to be more detailed. What kind of horror game do you have in mind? Is it something like Corpse Party (no combat, story focused) or something like 2D Resident Evil?
If you are aiming for something with actions, maybe RPG Maker isn't the best choice, until we have more functional plugins dedicated to this type of game. If Corpse Party is something you want to do, then any of the engines can satisfy you, if you know how to use them properly and find the right addons.
- Ace is good, with plenty of scripts to help you, but the resolution is outdated so that might turn some people off. No web or android export, and requires RTP to run. Most are free and easy to use.
- MV lets you customize what resolution you want. The plugins might be more troublesome to use than scripts.
- MZ is still new, so it lacks some addons that Ace and MV have. Some plugins are locked behind paywall, more than MV, so if you ended up needing to do something that requires a plugin, pray that someone is willing to help you for free.
Most important is how good you are at telling story.