The 18 year-old attacking midfielder has shone this season in Serie B and his form has attracted the interest of Atletico Madrid and Atalanta.
"It feels fantastic of course. It feels wonderful to have the trust here that I do," Vural told Fotbolldirekt.se.
"It's all about trust from the club and the coaches. It's wonderful to train and play matches and feel seen. I've just been fighting and not taking anything for granted. Ah, everything feels really good."
The Swede also addressed the rumours about Atalanta.
"It feels good to hear but right now I just want to focus on Frosinone. That's all that matters. Now I'm finally in an environment where I get to start matches and that means I'm developing quickly. That's the most important thing for me now."