WOW! Looks like you have found a whole new type of squirrel. I had to do some digging and AI tells me that they are: a less common but known variation that occurs where these squirrel populations are common, such as in the Greater Toronto Area and surrounding regions. These unique-looking squirrels result from a genetic mix, often appearing where black squirrels (a melanistic form of gray squirrels) are prevalent, sometimes due to a gene that offers a cold-weather advantage, making them a beautiful sight but not a separate species.
@illinilass Hi Dorothy. This is the first time that I have noticed this. @gardencat tracked down some information about this kind of squirrel. Thank you, Joanne. I love the fact about "the cold weather advangage."