Several bird species migrate north in the spring and south in the autumn in search of more comfortable weather. But this one appears to have been somewhat distracted, to the point that it forgot to take flight entirely before the brutally cold weather set in. Fortunately, you can rest assured and stop squinting your eyes. There’s no actual frozen bird here; it’s just a fluke of (very, very cold) nature.
The real question is, what kind of bird is this shaped like? Depending on your perspective, it could pass as a mockingbird or a hummingbird.