Large Language Models (LLMs) have recently been successfully applied to regression tasks—such as time series forecasting and tabular prediction—by leveraging their in-context learning abilities. However, their autoregressive decoding process is ill-suited to continuous-valued outputs, and obtaining numerical predictive distributions typically requires repeated sampling, leading to high computational cost. In this work, we investigate whether distributional properties of LLM predictions (e.g., mean, median, quantiles) can be recovered directly from LLM's internal representations, without explicit autoregressive generation. Our results suggest that LLM embeddings carry informative signals about numerical uncertainty, and that summary statistics of their predictive distributions can be approximated with reduced computational overhead.