I would never plant horseradish in a raised bed. It's quite invasive, and will take a lot of effort to keep it from taking over. Containers are, IMO, a better choice for it, as long as you choose a big enough/deep enough pot. If you choose in-ground, you must give at least 18-24" space between plants, so depending on the size of the bed you risk shading out the garlic. Also, horseradish has the same pest problems as brassicas.

Plus Horseradish is perennial and garlic needs replanting every year so the bed would be repeatedly disturbed. All in all not a practical combination. (BTW this has nothing to do with 'companions' - it is just practicality.