I usually serve this sauce right after I make it. Letting it chill for 1 to 3 hours will actually help the flavors blend more fully though, and it will keep in the fridge in an airtight container for up to a week if needed. I find that horseradish can lose a bit of its kick once it’s been removed from the jar and aired out a bit, so taste your stored sauce and adjust the spice if needed. Store in the fridge for up to one week.