Just because Frank is a man in a bunny suit - a grotesque, misshapen, evil-looking bunny suit - doesn't make him any less of a bad-ass. Besides having the ability to predict the future, Frank can also show up at any random location of his choosing, at anytime of his choosing.
Without Frank, Donnie Darko would have never known the world was going to end in 28 days, 6 hours, 42 minutes and 12 seconds.
If Frank chooses to show up in your bedroom one night and share with you his apocalyptic prophecies, we highly recommend listening to him.