As far as I know, this is not possible.
However, you have several options:
If you want to create it yourself as a completely ordinary thing, create a new div in your DOM (as the last child of the body and specify the maximum z-index that you can use or use), a position that is absolute (top: 0, left: 0), and write there HTML what you want. With some JS you can position it in the center of the screen / layout. :)
Or use jQuery UI Dialog ... :)
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