Many insects hibernate. To really understand this question or fact, it is important to understand the metamorphosis of insects. There are two kinds of metamorphosis that occur in insects. Partial and complete metamorphosi or hemimetabolous and homometabolous metamorphosis. Complete metamorphosis occurs when the insect begins as an egg, hatches into a larva, pupates, emerges as an adult. Incomplete metamorphosis occurs as an egg, hatches to a larva or niade (aquatic larva) and then becomes an adult without pupating.
This is important because many insects hibernate or overwinter as eggs, larva/niade, pupa, or as an adult. Some beetles for instance produce a chemical called glyceral which is basically antifreeze. So they do not freeze solid in sub zero climates. Lady bird beetles (lady bugs) migrate and hibernate, Monarch butterflies mirgrate to warmer climates. Ants, Termites, and many beetles build nests in the ground, deep within rotten logs, etc. which insulates them from the cold. Bees and wasps such as the carpenter bee, build nests in wood such as telephone poles and seal the entrance with paper and wax. Inside they hibernate the winter away while their eggs hatch into larva, and then emerge in the spring as juvenile bees. Yellow jackets almost all die off, except for the queen which may hibernate in wood piles, under the bark of trees, etc.
In short many insects hibernate in one form or another, those that do not migrate south to warmer climates where they lay eggs and probably die. For insects to survive and be present the following year, they must either hibernate as an egg, larva/niade, pupa, or as an adult. Those that do not hibernate must migrate...
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