The 95% confidence interval is usually mostly based on the standard normal coefficients +/-z0.025=+/-1.96 which is often rounded up as +/-2. This gives an interval of +/-1.96SE or +/-2SE where SE is the standard error. This is typical.

Thank you for answering. Actually, this not the question my question is computer technical. I am asking how it can be added in ready-made statistical packages if that was possible.

I understand I can calculate the upper and lower boundaries and drow a line.

Thank you very much

in Eviews syntax for rt series of returns,

series upper_bound=@mean(rt)+3*stdev(rt)

series lower_bound=@mean(rt)-3*stdev(rt)