Is there confidence for individual regression values like that of those in classification?

Hi Community,

Please I want to know if there is a way to see the confidence levels of the calculated individual values when using regression. Aside the performance metric like squared correlation, absolute error, root mean squared error etc. which are for the entire prediction.

Just like in classification one will be able to see that " individual data entries are classified to certain degrees of confidence independently".

Thank you!

Sincerely,

Jerwuney