Maybe in the old days, but nowadays, they actually tape/film/shoot episodes close to a whole year before it finally airs.
Caroll Spinney said in an interview once that they used to be able to tape two whole episodes in a single day: one in the morning, and one in the afternoon, but now it takes much longer because they have a lot more special effects to work into the show among other things that takes them longer to complete a full episode.
I really can't imagine any TV show taping or filming an episode only one day in advance before it goes on the air, I'm pretty sure they have regulations that tell you how much time you have to finish it before it can air... I DO know that in most cases, you have to have a minimum of three full episodes completed before a new season of a show can begin airing, but that's probably for regular network shows that film new episodes during the summer when all TV is mostly reruns of the previous seasons.