When the sixth hour (noon) came, darkness covered the whole land until the ninth hour (3:00 p.m.). And at the ninth hour Jesus cried out with a loud voice, “Eloi, Eloi, lama sabachthani?”—which is translated, “My God, My God, why have You forsaken Me?” Some of the bystanders heard Him and said, “Look! He is calling for [a]Elijah!” Someone ran and filled a sponge with sour wine, put it on a reed and gave Him a drink, saying, “Let us see whether Elijah is coming to take Him down.” But Jesus uttered a loud cry, and breathed out His last [voluntarily, sovereignly dismissing and releasing His spirit from His body in submission to His Father’s plan]. And the veil [of the Holy of Holies] of the temple was torn in two from [b]top to bottom. When the centurion, who was standing opposite Him, saw the way He breathed His last [being fully in control], he said, “Truly this man was the Son of God!” Mark 15:33-39
The whole demeanour of the Divine Sufferer, the loudness of the cry, and the words He uttered, thrilled the officer through and through. Death he must have often witnessed, on the battle-field, in the amphitheatre at Cæsarea, in tumultuous insurrections in Palestine, but never before had he been confronted with the majesty of a Voluntary Death undergone for the salvation of the world. The expression of a wondrous power of life and spirit in the last sign of life, the triumphant shout in death, was to him a new revelation.
The manner of Christ’s death, especially the confidence with which He committed His spirit into His Father’s hands, completed the conviction which had been growing in him. All three Evangelists endeavour to describe this heathen soldier’s attitude towards Christ’s death. He was awe-struck. This was no dangerous or despicable criminal. This Man was not merely innocent but righteous (Lk.), and he was quite right in claiming God as His Father (Mk, Mt.). In this way Mk confirms Lk.’s report of Christ’s last Word, which Mk himself does not record. He also, in recording the centurion’s comment, reveals his own feeling about the Gentiles. The moment after the death of the Messiah the power of that death is recognized by a heathen who had taken part in inflicting it. This heathen echoes the exordium of the Gospel. See on Mark 1:1. The centurion had perhaps been told that Jesus had supernatural powers and claimed to be Divine. But he had himself heard Him, with His dying breath, address God as His Father, and he knew that dying men do not tell wanton lies. The centurion, no doubt, meant far less than the truth when he called Jesus “a son of God.” But at least he meant that he had never seen a better man die a nobler death. Lk. says that in this confession the centurion “glorified God”; i.e. he unconsciously did so. – Cambridge Greek Testament