Last year our broody silkie hatched out 8 in January... average of 10 degree weather and she did fine. When the babies started not fitting under her we placed a light nearby that they could get under if needed but they never did.
This past December she hatched out 3, again it was 10-15 degrees most of the time, and often very much colder and she did fine.
We have a broody due to hatch 7 eggs Friday, she is a first timer, but should have no trouble covering them since she is a larger hen but we will watch.
Broody hens in winter don't have troubles as long as some basic needs are met....
.... we always make sure they have good, high protein food available near them (I will add rinsed canned or frozen corn when it is really cold for extra calories also)
.... make sure their water is always available, we may not heat the broody area directly but often keep a lamp or heated dog bowl in the vicinity to make sure the water never freezes
....make sure there are no drafts direct on her area
....I add extra hay/straw/wood shavings (whatever bedding you choose) so that it provides more insulation from the cold of walls or floors
.... she should do fine keeping the babies warm as long as she doesn't have too many to cover. Watch that in a week or two they aren't 'outgrowing' her capacity, if so, then you may need to add in a 'safety net' heat source nearby
I see our broody hens scratching around in the coop (ours has a sand floor) when it is 10 degrees, with a bunch of fluff balls in tow running around and having fun, they duck under her for a warm up once in a while, but it is amazing how active they are despite the cold.