Where do the squirrels sleep?

By day they wreak havoc everywhere: climbing trees, scampering across the grass, running around like crazy, making mischief, chasing after nuts.

At night, they all disappear.

Where do they go? How do they hide?

Somewhere, squirrels must be asleep.

I'm not sure I want to learn the answer, however. I like it that the squirrels are shrouded in mystery.