Students may develop beliefs, positive or negative, about their own ability to cope effectively in a variety of situations. This can be termed as

A learner's positive or negative belief about his or her own capacity to cope effectively across situations is self efficacy.

It concerns the judgment of what one can do, and it shapes effort, persistence and choice of tasks.

Self regulation is the actual managing of one's own thoughts, feelings and actions towards goals, not the belief about ability.

Ego, in Freud's terms, is the reality oriented part of personality, unrelated to this competence belief.

Confidence is a broad, general sense of assurance, while self efficacy is task and situation specific.

Albert Bandura introduced self efficacy within his social cognitive theory in 1977.