def METHOD_NAME(self, shock_quantile=0.99, roll_years=10, bfill=True):
    min_periods = int(np.ceil(2 / shock_quantile))
    roll_bus_days = int(roll_years * BUSINESS_DAYS_IN_YEAR)
    align_daily = self.resample("1B").ffill()
    METHOD_NAME = align_daily.rolling(roll_bus_days, min_periods=min_periods).quantile(
        shock_quantile
    )
    if bfill:
        METHOD_NAME = METHOD_NAME.bfill()
    align_shocked = METHOD_NAME.reindex(self.index).ffill()
    return seriesOfStdevEstimates(align_shocked)