DOC: Add release notes for 2.2.1 (#56982)

Author: rhshadrach

doc/source/whatsnew/index.rst

@@ -25,6 +25,7 @@ Version 2.2
 .. toctree::
  :maxdepth: 2
 
+ v2.2.1
  v2.2.0
 
 Version 2.1

doc/source/whatsnew/v2.2.1.rst

@@ -0,0 +1,36 @@
+.. _whatsnew_221:
+
+What's new in 2.2.1 (February XX, 2024)
+---------------------------------------
+
+These are the changes in pandas 2.2.1. See :ref:`release` for a full changelog
+including other versions of pandas.
+
+{{ header }}
+
+.. ---------------------------------------------------------------------------
+.. _whatsnew_221.regressions:
+
+Fixed regressions
+~~~~~~~~~~~~~~~~~
+-
+
+.. ---------------------------------------------------------------------------
+.. _whatsnew_221.bug_fixes:
+
+Bug fixes
+~~~~~~~~~
+-
+
+.. ---------------------------------------------------------------------------
+.. _whatsnew_221.other:
+
+Other
+~~~~~
+-
+
+.. ---------------------------------------------------------------------------
+.. _whatsnew_221.contributors:
+
+Contributors
+~~~~~~~~~~~~