The battery has electrolyte, not just plain water. As long as the battery is fully charged, the electrolyte will resist freezing down to -92 F. A badly discharged battery (e.g. 20% charge or about 11.6v) will freeze at +19 F. Further, a lead acid battery that sits for long periods in a discharged state will probably not recover fully when it does get charged, so you lose capacity and life.
Bottom line is that you ought to keep the battery in a relatively warm storage place and keep the charge up above the 80% level (about 12.4v). Either charge it for couple hours each month, or put it on a maintenance or trickle charger to hold it at the 100% level.