What usually causes this is mineral deposits on the waterway of the valve, that build up over time when the valve is not operated every once in awhile.
Try tapping on the outside of the valve with water flowing to a hose faucet on the house. This is to hopefully break some of the deposits loose and flush them out of the system. Then try tapping the valve handle in the closed direction. If you start to get movement out of it, work it back and forth until you get it to close completely. If you can't get it to budge, hold back on the connection piping to prevent damaging it, and apply a little bit of force to the handle. You should be able to get it to break free.
It is important to then thoroughly flush the system out through all hosebibs to prevent a chunk of mineral deposits from clogging a valve or faucet inside your house.