Mine were perfectly fine this morning...got 3 eggs before 8 am, they ate breakfast, and even went outside and "played" while I cleaned up the coop. Temps? -1 with a stiff breeze coming from the North. Ended the day with 6 more eggs. I have no heat and no insulation in the coop, and the run is covered with plastic to keep them dry and out of the wind. Well, when they aren't out playing in it, anyway!
Depends some on what breeds or varieties you have, as well. I have a Buff Orpington, 6 Buff Brahmas, 2 Light Brahmas, 5 Red Sex Links, 2 Cuckoo Marans, and 6 Easter Eggers. Some are more winter hardy than others. Smaller combs seems to play a huge role.....although the BO, RSLs and the Marans have pretty decent size combs and wattles. The Brahmas and the Easter Eggers don't.
I didn't use any heat or insulation last winter either, and my chickens showed no signs of stress or distress. The older girls aren't laying right now, which is natural this time of year for adults, but the pullets are doing very well in that department.