Extreme temperature changes can cause goats to shiver in the cold. Goats do not enjoy cold, windy, or rainy weather, and if they do not find shelter away from the cold in a hurry, they can develop hypothermia, frostbite, or even pneumonia.
Sometimes, the younger goats in the herd can be kicked out of the shelter by the older goats, causing the younger ones to get a smaller portion of the food and shiver in the cold when they do not have the protection of the herd or the enclosure.
They can shiver for a while due to their anxiety around the change of environment, but as long as their temperature is normal and they are eating and drinking, they should be fine.