The Glovers boss has steered his side to the top of League Two - three points clear of Scunthorpe in second place - and into the fourth round of the FA Cup.
He had been linked to the vacant manager's job at Highfield Road, vacated by Peter Reid this week, but insists he has not been approached.
He said: "It's flattering whenever your name is linked with a job at a big club because it means that what we are doing here at this club is being recognised.
"However, until my board of directors come to me and tell me there has been anything official it remains speculation and should be treated as such."