How to create confidence intervals for numeric prediction ?

Hey Community,

I would like to know, how I can generate confidence intervals around the numeric predictions I get from different algorithms. I have around three years of data with values for my label, a shipment amount, that has to be processed. Until now I only used the RMSE, I got through the performance operator, to compare different algorithms or their parameters.

Can you please give me some advice how I could create confidence intervals, for example the 95% confidence around the predicted values, so I can show the users the expected range of shipments.

Thanks in advance.