Depends on how long it's like that I would say: if it's below freezing for a few days that's usually OK but below -5 for a few days is a different matter. If it's -11 at night but only 0 or -2 during the day, I'd say they'd probably be alright as long as that didn't go on for more than three or four days. Angie65's precautions are much the same as mine: cover windows, provide insulation, snuggly things, but not too much so they can't get away and go and sit in the cold if they wish.