Color No, Jack Frost is not the culprit.
Some leaves change color weeks before the first icy nights.
What's really going on is a bit more complex. Tree leaves contain cells that create food for the whole tree. Those cells use chlorophyll, which gives leaves their green color. The chlorophyll absorbs energy from the sun to turn water and carbon dioxide into sugars and starches - food for the tree. Even though green is what you see during the growing season, there also are hidden colors in the leaves.