Probability of Predicted Values

As I am still just learning regression and other advanced statistical analysis techniques, I have run into a question that I need help with. My Boss asked me if it were possible to get a confidence interval on the predicted values that my model came up with.

So I am looking for something along the lines that given this set of predictors/values we can say that there is a 95% chance the predicted value would fall between X and X.

I am running a gbm model in R, and looking to see if this is even possible? Thanks!


TS Contributor
if I remember correctly the predict R function has an option to calculate the prediction interval, which is what you need.