The Doctrine of Divine Abandonment

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And about the ninth hour Jesus cried out with a loud voice, saying “Eli, Eli, lama sabachthani?” that is, “My God, My God, why hast Thou forsaken Me?” (Matthew 27:46)

A second miracle occurred at about the ninth hour, or three o'clock in the afternoon, through an inexplicable event that might be called sovereign departure, as somehow God was separated from God.

At that time Jesus cried out with a loud voice, saying, “Eli, Eli, lama sabachthani?” As Matthew explains, the Hebrew Eli (Mark uses the Aramaic form, “Eloi,” 15:34) means, My God, and lama sabachthani means, Why hast Thou forsaken Me?

Because Jesus was quoting the well-known Psalm 22, there could have been little doubt in the minds of those who were standing there as to what Jesus was saying. They had been taunting Him with His claim to be God's Son (v. 43), and an appeal for divine help would have been expected. Their saying, “This man is calling for Elijah,” was not conjecture about what He said but was simply an extension of their cruel, cynical mockery...

http://www.macarthurcommentaries.com