And when the sixth hour had come, there was darkness over the whole land until the ninth hour. And at the ninth hour Jesus cried with a loud voice, “Eloi, Eloi, lema sabachthani?” which means, “My God, my God, why have you forsaken me?”
Mark 15:33-34 (ESV)
As Jesus hangs on the cross in darkness, He cries out, “My God, My God, why have you forsaken me?” He is quoting from Psalm 22:1, a psalm which foretells the future suffering of the Messiah. Jesus is not only enduring the agonies of the crucifixion, but is also experiencing being abandoned by God the Father as He bears the sin of the world. Jesus is absorbing the judgement of God we deserve.