It's pretty darned cold. If a moon travels in an elliptical orbit around its parent planet, then it is repeated squished and squeezed with every orbit as it moves closer to and farther from the parent planet, producing heat.
Convection is the transfer of heat by vertical circulation.
In icy satellite interiors, ice can be heated through radiogenic or tidal heating, whereas the near-surface ice is generally very cold. Warmer and thicker ice layers are more likely to convect. Lava Lamps and miso soup provide nice illustrations of convection. Earth's mantle convects, with warm rock masses moving upward through colder and denser ones. Diapirism can also be triggered when a lighter material underlies a denser material of different composition.