I think I have posted this before, but at my local aviary you can watch the budgies playing in the snow if you are lucky enough, I haven't had the honour yet but the one worker says it's quite a sight.
Sudden changes in temp. are not good, like if i take someone from a warm climate and toss them out in the snow with no winter coat they'd get sick, but they change with the temp. change.
They are adaptable creatures. Smart too, if it gets too cold , they will go in a happy hut, whether they have before or not. But your home should not have drastic temp. changes anyway.