TI-BASIC (TI-83), 111103 111 118 bytes
-7 bytes from Ans manipulation and better variable modifications
-8 bytes from removing usage of the A and B variables
21.35→A 88→Xmax ; Set the graph bounds to something Ans→Xmax ⁻Ans→Xmin ; reasonable so that it looks nice ⁻Ans→Xmin 1.55→B Ans→Ymax24→Ymax ⁻Ans→Ymin AxesOff For(X,⁻AXmin,AXmax,.05 ΔX ; Loop over each pixel on the graph For(Y,⁻BYmin,BYmax,.05ΔY DelVar NX+Yi→C ; Reset N to 0 and set the constant While N<20 and 2≥abs(Ans ; Loop for at most 20 iterations or until ; the number's magnitude is > 2 IS>(N,0: ; Increment N without updating Ans Ans²+C ; Put the next number in Ans End If N≥20 ; Draw a dot if the coordinate did not Pt-On(X,Y ; result in a diverging series End End X-bounds of [-2,2] and Y-bounds of [-1.32,1.32] would result in a closer graph, but the step for Y would end up being an ugly and longer fraction of \$\frac{33}{775}\$ (.04258) instead of a clean \$\frac{1}{20}\$ (.05), so I opted for the bounds used instead.
The original answer used X-bounds of [-2.35,2]2.35] and Y-bounds of [-1.3255,1.32]55] would result inso that each pixel was a closer graphstep of \$\frac{1}{20}\$, but the new answer has each pixel as a step for Y would end up being an ugly and longer fraction of \$\frac{33}{775}\$ (.04258) instead of\$\frac{1}{25}\$.
This results in a clean \$\frac{1}{20}\$ (.05), so I opted forcloser and more detailed graph of the bounds used insteadset.

