updated whatsnew docstring

Author: Sebastian Goldmann

doc/source/whatsnew/v2.3.3.rst

@@ -53,6 +53,10 @@ Bug fixes
   characters as digits for :class:`StringDtype` backed by PyArrow (:issue:`61466`)
 - Fix comparing a :class:`StringDtype` Series with mixed objects raising an error (:issue:`60228`)
 - Fix error being raised when using a numpy ufunc with a Python-backed string array (:issue:`40800`)
+- Fix bug in :meth:`Series.rolling` and :meth:`DataFrame.rolling` ``skew()`` and ``kurt()`` calculations
+  that produced incorrect values for windows containing variance of zero.
+  The implementation has been updated to return ``NaN`` in these cases, matching skipy.stats behavior
+  and the non-rolling :meth:`Series.skew` and :meth:`Series.kurt` received the same behavior ensuring consistency. (:issue:`62864`)
 
 Other changes
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