Buildings are a promising source of flexibility for the application of demand response. In this work, we introduce a novel battery model formulation to capture the state evolution of a single building. Being fully data-driven, the battery model identification requires one dataset from a period of nominal controller operation, and one from a period with flexibility requests, without making any assumptions on the underlying controller structure. We consider parameter uncertainty in the model formulation and show how to use risk measures to encode risk preferences of the user in robust uncertainty sets. Finally, we demonstrate the uncertainty-aware prediction of flexibility envelopes for a building simulation model from the Python library Energym.