Brave little boy (yes, I looked at his beak, there's blue over it, not rust-color, he's a he).
He MIGHT make it ... I know there is quite a flock in Hyde Park in London (UK) which has formed from escaped cage birds. Although London UK is not as cold as Canada in general, he might just make it anyway.
Maybe if you tried putting out a nesting box with some warm "stuff" inside - somehting safe for him, like wood shavings and/or sawdust from untreated woos. He might just go in there! Hang a branch of millet in front and inside of it, he'll get the message.
Budgies are smart birds after all.
: for the little guy.
(Keep us posted)