To execute a weighted squat hold, begin by holding a weight, such as a dumbbell or kettlebell, securely at chest level or resting it on your shoulders. Lower your body into a squat position, keeping your thighs parallel to the ground and your back straight, while holding the weight in place. Maintain this squat position for a set duration, engaging your quadriceps, glutes, and core muscles to stabilize the weight and build strength and endurance in the lower body.