Did Jesus really think that God had forsaken Him?

Mark 15:33-34(NKJV)

Now when the sixth hour had come, there was darkness over the whole land until the ninth hour. 

And at the ninth hour Jesus cried out with a loud voice, saying, “Eloi, Eloi, lama sabachthani?” which is translated, “My God, My God, why have You forsaken Me?” 

I wonder.  Did Jesus really think that God had forsaken Him or did Jesus just say that for our benefit?  In other parts of Scripture Jesus has used that approach, saying something so that the people heard it.  That is what I think is going on here.  I just find it inconceivable that Jesus actually thought in that final hour that maybe God had abandoned Him.