On Sunday, Jimmy Fallon will dive into the cold waters of Lake Michigan to raise money for the Special Olympics, joining Mayor Rahm Emanuel and thousands of others in Chicago for the annual Polar Plunge event.

Mayor Emanuel challenged the late night comedian to enter the winter event in exchange for an interview on Fallon's new gig, The Tonight Show. Fallon accepted the mayor's dare and confirmed his attendance on Twitter with hashtag #SwimmyFallon.

Fallon was less enthusiastic when he learned how cold Lake Michigan is. According to Michigan State University, the water temperatures in Chicago were around 36.5°F (2.5°C) on February 23, as frigid as the ice-cold waters of the Bering Sea.

"It sounds like a nightmare," Fallon said