...doesn't mean that you can make the excuse not to exercise. The colder it is the more calories you'll burn trying to keep warm. So crawl out from under your duvet and get moving.
Obviously with the icy conditions you need to be very careful, so perhaps give the roads and pavements a miss until they are safe to walk or run on. But there are plenty of other ways that you can burn a few calories. Got a park nearby? Then walk around that, if it's grass you shouldn't do too much damage if you slip over, but be careful all the same. Slip over and you'll find that the bruising to your ego is just as painful as the bruising to your butt.
How about a swim? Not outside. There are plenty of indoor swimming pools around, if there's one near you then why not give it a try. Swimming is great exercise and you may find that you get hooked. The bonus is that once you're in the water no-one can see the cellulite, flabby bits, unshaven legs etc.
Broke and can't afford to spend money on indoor exercise? Then walk up and down flights of stairs a few times, if you're in an office block ignore the lift and spend a few minutes going up and down the stairs. That'll get the heart pumping and the legs exercising.
Not snowing or icy where you live? Then get off your butt, stop making excuses, get out and do your daily walk, run or cycle ride.
...or alternatively you could be a slug and hibernate till Spring.
Caution: As with all exercise, if you haven't exercised for some time, or if you have any medical conditions, you should see your physician first for a checkup. Tell them what you are planning to do so they can advise based on any medical history you might have.