diff --git a/pymc/distributions/timeseries.py b/pymc/distributions/timeseries.py
index 500cd95b4..dbdcb3406 100644
--- a/pymc/distributions/timeseries.py
+++ b/pymc/distributions/timeseries.py
@@ -457,6 +457,7 @@ def step(*args):
             non_sequences=[rhos_bcast.T[::-1], sigma.T, noise_rng],
             n_steps=steps,
             strict=True,
+            return_updates=False,
         )
         (noise_next_rng,) = tuple(innov_updates.values())
         ar = pt.concatenate([init_dist, innov.T], axis=-1)
@@ -726,6 +727,7 @@ def step(prev_y, prev_sigma, omega, alpha_1, beta_1, rng):
             non_sequences=[omega, alpha_1, beta_1, noise_rng],
             n_steps=steps,
             strict=True,
+            return_updates=False,
         )
         (noise_next_rng,) = tuple(innov_updates.values())
 
@@ -822,6 +824,7 @@ def volatility_update(x, vol, w, a, b):
         outputs_info=[initial_vol],
         non_sequences=[omega, alpha_1, beta_1],
         strict=True,
+        return_updates=False,
     )
     sigma_t = pt.concatenate([[initial_vol], vol])
     # Compute and collapse logp across time dimension
@@ -874,6 +877,7 @@ def step(*prev_args):
             non_sequences=[*sde_pars, noise_rng],
             n_steps=steps,
             strict=True,
+            return_updates=False,
         )
         (noise_next_rng,) = tuple(innov_updates.values())