When you fit a line with linear regression, or a curve with nonlinear regression, you can choose to plot confidence or prediction bands. Confidence bands tell you how precisely you have determined the line or curve. Prediction bands tell you about the scatter of the data.
Learn more about choosing and graphing prediction and confidence bands from linear regression and nonlinear regression.
Prediction and scatter bands are computed using complicated calculations that are part of the regression procedures. You don't enter these values directly. All you do is check an option when choosing analysis options.