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I have written a program using MatLab which takes set of data points and using nonlinear least squares it produces a curve to fit these data points, and in the process calculates three parameters that determine the shape of the curve.

In trying to compute the error or uncertainty in these parameter values, I'm using one of the values the curve fitting function returns, which is a confidence interval. The problem is, I don't actually understand what this value means...

Is it a percent? Is it a difference? How does it relate to the physical measurement in my data? Would greatly appreciate if someone could explain, thanks.