Forecasting volcanic activity is critical for hazard assessment and risk mitigation. Volcanic Radiative Power (VPR), derived from thermal remote sensing data, serves as an essential indicator of volcanic activity. In this study, we employ Bayesian Regularized Neural Networks (BRNN) to predict future VPR values based on historical data from Fuego Volcano, comparing its performance against Scaled Conjugate Gradient (SCG) and Levenberg-Marquardt (LM) models. The results indicate that BRNN outperforms SCG and LM, achieving the lowest mean squared error (1.77E+16) and the highest R-squared value (0.50), demonstrating its superior ability to capture VPR variability while minimizing overfitting. Despite these promising results, challenges remain in improving the model's predictive accuracy. Future research should focus on integrating additional geophysical parameters, such as seismic and gas emission data, to enhance forecasting precision. The findings highlight the potential of machine learning models, particularly BRNN, in advancing volcanic activity forecasting, contributing to more effective early warning systems for volcanic hazards.