PHRIKE was the spirit (daimona) of horror and trembling fear. She was a mere severe form of Phobos (Fear) and Deimos (Terror).
Although Phrike is not personified in any extant Greek literature, her appearance in Seneca's play as Horror in a list of common Greek daimones suggests his personification was derivative. The Greek word phrikê was also commonly used of the terror of tragedy by the Greek playwrights, cf. Sophocles Electra 1402, Oedipus Rex 1306 and Aeschylus Prometheus Bound 540.
Probably NYX or ERIS, like the other malevolent daimones, although nowhere stated.
Seneca, Oedipus 582 (trans. Miller) (Roman tragedy C1st A.D.) :
"[The seer Teiresias performs necromancy to learn the cause of a pestilence ravaging Thebes:] Suddenly the earth yawned and opened wide with gulf immeasurable. Myself, I saw the numb pools amidst the shadows; myself, the wan gods and night in very truth. My frozen blood stood still and clogged my veins. Forth leaped a savage cohort [of ghosts] . . . Then grim Erinys (Vengeance) shrieked, and blind Furor [Lyssa, Fury] and Horror [Phrike, Horror], and all the forms which spawn and lurk midst the eternal shades [i.e. in the underworld]: Luctus [Penthos, Grief], tearing her hair; Morbus [Nosos, Disease], scarce holding up her wearied head; Senectus [Geras, Old-Age], burdened with herself; impending Metus [Deimos, Fear], and greedy Pestis [Nosos, Pestilence], the Ogygian people's curse. Our spirits died within us. Even she [Manto] who knew the rites and the arts of her aged sire stood amazed. But he, undaunted and bold from his lost sight, summons the bloodless throng of cruel Dis [Haides]."
- Seneca, Oedipus - Latin Tragedy C1st A.D.