Create the second band plot. The LEGENDLABEL= option specifies the label for the band plot in the legend. The FILLATTRS= option specifies the style element for the fill.
band x=height lower=lowermean upper=uppermean / fillattrs=GraphConfidence2 legendlabel="95% CLM" name="band2"; scatter x=height y=weight; series x=height y=predict / lineattrs=GraphPrediction legendlabel="Predicted Fit" name="series";