Insulating that attic hatch - the type with fold-out steps
I built an insulation scheme for just this situation in a Minnesota custom home years ago. It involved several things:


Framed, insulated walls immediately outside the hatch opening with an R-value appropriate for your climate zone, flush on top of the hatch opening (or as tall as needed to clear the folded stair set).
A second hinged trap door that swings upward. This was two layers of 3/8" plywood sandwiching 6" of rigid foam. Latex adhesive and sleeve bolts held it all together. This door was oversized to lap across the insulated walls. A hook and eye (into a board spanning the roof truss members above) were used to keep the upper door open during use. 
Soft foam weatherstripping between the lapped door skin and the top of the walls to seal against airflow.


It's not simple, but it's the right way to keep your room comfortable and your heating bill reasonable. Plan carefully to be sure your hinge situation will work as you planned in the space available.