Hi @ricardoV94. Really appreciate your response. I figured out that it had nothing to do with how pymc was working (it was working as expected), but my model was apparently misspecified, so it resulted in unexpected posterior traces.
Btw, this is for the stochastic volatility jump model. I think I made some progress there, and just posted an update in another thread “Stochastic Volatility Jumps”. I would really appreciate if you could take a look and throw in some suggestions, as I know there have been a few unsuccessful attempts to implement more advanced SV models in the past, and I think I am getting closer to having a working implementation in pymc. Thanks again, and Happy New Year!