I don't know why anyone would be surprised by this when Hollywood only churns out soulless remakes, reboots, and sequels, but the best horror films in the last few years have been independent:
Want to guess the budgets? $13.3 million for Under the Skin, which you might expect with a movie star like Johansson, $2 million for The Babadook (with $30,000 raised on Kickstarter), $1 million for A Girl Walks Home Alone at Night (according to Justin Begnaud's Slated page with $56,000 raised on IndieGoGo), and apparently, the budget for Starry Eyes was only the $52,000 raised for it on Kickstarter (at least, I couldn't find any indications they raised more elsewhere but I wouldn't be surprised if they did since the movie definitely looks like it has a higher budget although I read they shot guerrilla-style in LA without permits). It's clear you don't need a big budget to make a horror film. Micro-budget or no-budget, of course, makes it more difficult, but it isn't impossible.
There are plenty of other examples too: Jim Mickle's outstanding Stake Land, Ti West's The Roost and The House of the Devil, Lucky McKee's May, Adam Wingard's You're Next and The Guest, Brad Anderson's Session 9, etc.
Even the biggest horror franchises of the last decade came from indies: Paranormal Activity and Saw. You do occasionally (rarely, very rarely actually) get a good studio horror film like Gore Verbinski's The Ring and Zack Snyder's Dawn of the Dead but note those are both remakes, which started us on this awful trend that has definitely produced far more shit than anything.
It's true you get a ton of crappy indie horror movies but then you get the little masterpieces that blow away Hollywood's pathetic attempts to cash in on a "brand." Even going back to the '80s, the horror films most people still love today were indies: John Carpenter's Halloween, Friday the 13th, The Texas Chain Saw Massacre, Evil Dead, Phantasm, Night of the Living Dead, etc.
Indie horror films are why people embrace this genre. You get filmmakers taking risks and trying something new because they have a story they're passionate about.