Tornado Watch in November

Here we are in the middle of November under a tornado watch until 4 a.m. It freaks my youngest out completely. I don't know why he feels so afraid. Maybe he became unnaturally frightened by a storm as a child but honestly I don't remember a specific time. I know our tough but sweet Wolfie dog would howl and try to get under heavy boulders we have around our yard when a storm would hit. Maybe he watched her freak out and thought, "Hmmm, if this tough watch dog is scared of thunder, I ought to be too." He's very logical like that, even as a three year old. So, here we are, seven years later with a child who wants to crawl in our bed to wait out the storm. Poor guy, I don't know how to make it okay. I suppose he'll have to outgrow it, but our daughter is nearly 22 and still terrified of spiders. That's a whole other story.