There are three Cold Armor spells in the Sorceress arsenal; Frozen Armor, Shiver Armor and Chilling Armor. These spells are not passive nor auto-cast: you need to manually cast the spell to refresh the buff.
Each of the spells counter-attacks enemies that damage the Sorceress. These spells are useful because they slow opponents that could potentially kill you, allowing you to escape or drink a potion.
In Diablo III, the closest equivalent to Cold Armor is Ice Armor.
Fire Spells — Fire Bolt • Warmth • Inferno • Blaze • Fire Ball • Fire Wall • Enchant • Meteor • Fire Mastery • Hydra
Lightning Spells — Charged Bolt • Telekinesis • Static Field • Lightning • Nova • Chain Lightning • Teleport • Thunder Storm • Energy Shield • Lightning Mastery
Cold Spells — Ice Bolt • Frozen Armor • Frost Nova • Ice Blast • Shiver Armor • Glacial Spike • Blizzard • Chilling Armor • Frozen Orb • Cold Mastery