I also did this test when it was -20F here and had the same result!
https://www.youtube.com/watch?v=jKMNSvpB9dY
Ya gotta love science!
My son is a science nerd, he does this on our deck when it gets cold enough. So fun!
I had my brother throw the water and got a great video of it. Unfortunately, he doesn't want to be internet famous so I can't post it up.