Whats new added

Author: rbenes

doc/source/whatsnew/v0.25.0.rst

@@ -284,6 +284,7 @@ I/O
 - Bug in :meth:`DataFrame.to_string` and :meth:`DataFrame.to_latex` that would lead to incorrect output when the ``header`` keyword is used (:issue:`16718`)
 - Bug in :func:`read_csv` not properly interpreting the UTF8 encoded filenames on Windows on Python 3.6+ (:issue:`15086`)
 - Improved performance in :meth:`pandas.read_stata` and :class:`pandas.io.stata.StataReader` when converting columns that have missing values (:issue:`25772`)
+- Bug in :func:`read_hdf` not properly close store when key is not found (:issue:`25766`)
 
 
 Plotting