It'll be interesting to see if this validates the bizarre claims of the Wim Hof method. I'm skeptical, but the evidence _seems_ to suggest a lot of conscious control over some autonomic functions.
Win Hof has actually had legitimate studies done where he has proven he can activate his immune system with his mind
" . . . forceful respiration results in increased sympathetic innervation and glucose consumption in intercostal muscle, generating heat that dissipates to lung tissue and warms circulating blood in the pulmonary capillaries. Our results provide compelling evidence for the primacy of the brain (CNS) rather than the body (peripheral mechanisms) in mediating the Iceman's [Wim Hof's] responses to cold exposure.[28]"
By hyperventillating you are just flexing your intercostal muscle and that's warming your body. If you sat there flexing your quads or your core over and over you would probably get a similar sensation.