Wim hof have achieved great things practising the ancient practice of pranayama which is actually a part of yoga. Yet he presents it as if he "discovered" it. This is pure intellectual dishonesty.

Yoga's actual name is ashtanga yoga which means it has eight limbs[1]. Contrary to popular belief Yoga is not about just twisting your body into weird poses. That aspect is called ASANA and what Wim Hof claims as his discovery is called pranayama which is a fully developed science of breath control practices by Sadhus and monks for centuries.

YAMA – Moral disciplines

NIYAMA – Positive duties

ASANA – Posture

PRANAYAMA – Breathing techniques

PRATYAHARA – Control over senses

DHARANA – Focused concentration

DHYANA – Meditative absorption

SAMADHI – Enlightenment

I think there is strong bias going on here in the comments. Two of the comments mentioning yogic origins of this practice are dead. So I present 2 videos as an example. First video[2] was captured by Indian soldier in -45 degree temperatures of himalayan border. Second video[3] captures another sadhu who lives naked under snow without any protective gears

[1] https://en.wikipedia.org/wiki/Ashtanga_(eight_limbs_of_yoga)

[1] https://youtu.be/8Xbi4Qrf9mE

[2] https://youtu.be/FcUdEkPa-2c

EDIT: Second video added.

EDIT 2: Major edit explaining yogic origins of this practice.