According to one study on 10 healthy people, when the body adjusts to cold temperatures, your fight-or-flight (sympathetic) system declines and your rest-and-digest (parasympathetic) system increases, which is mediated by the vagus nerve. In this study, temperatures of 50°F (10°C) were considered cold.
Sudden cold exposure (39°F/4°C) also increases vagus nerve activation in rats.