We can look at this in two ways. On the one hand, there was no answer. Jesus screamed that question to heaven. He screamed it audibly, and there was no audible reply. As far as the New Testament indicates, there are only three occasions on which God speaks audibly, and this was not one of them. The Son of God was screaming in agony, and the Father remained silent.
On the other hand, we could say that three days later God screamed an answer with the empty tomb, bringing forth the Holy One. I think that plaintive cry from Jesus on the cross is one of the most important and misunderstood verses in all of sacred Scripture. The explanations for it have run the gamut. Albert Schweitzer was filled with consternation and saw in it a clue that Jesus died in a spirit of bitter disillusionment, that he had spent his ministry expecting God to bring the kingdom of God dramatically through Jesus' ministry—and God did not do it. Schweitzer believed that Jesus allowed himself to be arrested and led right to Golgotha, expecting that God was going to rescue him at the last moment from the cross. Suddenly, when Jesus realized that there was not going to be a rescue, he screamed in bitter disillusionment and died a heroic death, but with an embittered spirit nevertheless. That was Schweitzer's view, but others have taken a different one.
We realize that the words Jesus cried on the cross are an exact quotation of what David penned in Psalm 22. Some people say that here in his agony Jesus fell back on his knowledge of Scripture by reciting it. I don't think Jesus was just quoting Bible verses on the cross, but it certainly would have been appropriate for him to use a statement of Scripture to express the depth of his agony.
When I was ordained, I was given the opportunity to choose my own ordination hymn. I chose "'Tis Midnight; and on Olive's Brow." There's a verse in that hymn that says that the Son of Man was not forsaken by his God. As much as I love the hymn, I hate that verse because it's not right. Jesus didn't just feel forsaken on the cross; he was totally forsaken by God while he hung on the cross because that's exactly what the penalty for sin is. As the apostle Paul elaborates, sin cuts us off from the presence and benefits of God. Christ screamed, "Why have I been forsaken?" It wasn't just a question; it was a cry of agony. Christ knew the answer. The answer was given to him the night before, in Gethsemane, when the Father made it clear that it was necessary for him to drink that cup.