I think my GG's are pretty hardy, just don't like the wet. They have a very drafty shed (deliberately, I really don't like coughing animals), and if there are snow drifts in winter the snow stays inside too... mine have also never been rugged, even through the last two winters. But they eat mountains of hay in cold weather!!!
I think goats in general are very hardy, but don't like rain. That would be for all goats, as their coats just don't have lanolin, and they get soaked very quickly.