There is a mass of really frigging cold air above the north pole, called the polar vortex. Around it, there is a ring of really fast moving air, called jet stream. The jet stream acts like a barrier that keeps the polar vortex up north and warm air south of it. Since the jet stream is essentially just wind though, it won’t always stay neatly above Canada. Sometimes the stream is weaker, and begins to meander like a wet noodle. That is when some of the cold northern air is able to penetrate further south and surprise people. And as a bonus, climate change is affecting the atmospheric winds, so you can expect more of this to happen again in the coming decades.
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