Added a note about the Rolling.quantile bug fix to the changelog.

Author: csizsek

doc/source/whatsnew/v0.20.0.txt

@@ -504,7 +504,7 @@ Bug Fixes
 - Bug in using ``__deepcopy__`` on empty NDFrame objects (:issue:`15370`)
 - Bug in ``DataFrame.loc`` with indexing a ``MultiIndex`` with a ``Series`` indexer (:issue:`14730`, :issue:`15424`)
 - Bug in ``DataFrame.loc`` with indexing a ``MultiIndex`` with a numpy array (:issue:`15434`)
-
+- Bug in ``Rolling.quantile`` function that caused a segmentation fault when called with a quantile value outside of the range [0, 1] (:issue:`15463`)
 
 
 - Bug in the display of ``.info()`` where a qualifier (+) would always be displayed with a ``MultiIndex`` that contains only non-strings (:issue:`15245`)