And about the ninth hour Jesus cried out with a loud voice, saying, "Eli, Eli, lema sabachthani?" that is, "My God, my God, why have you forsaken me?"
Mark 15:34 is a parallel verse:
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?"
I think it may be significant that "My God" is repeated here. Of course, this is a quotation of Psalm 22:1, where אֵלִי appears twice, but in this context, where Jesus is experiencing a separation from God as part of the punishment for sin, it's almost as if each "My God" is directed to an-other Person in the Trinity: one to God the Father and one to the Holy Spirit. The verbs here are singular, though.