Know the industry of the job that your interveiwing for. Common questions are:
How well do you work in a team environment? Give examples.
Have you worked with several departments within a company before? Forecast Analyst typically work with sales, marketing, finance, production, and supply chain.
Would you have a problem "owning" the forecast and taking accountability?
How would you explain to senior management an over/under deliver of the forecast?
Do you have any experience using forecasting/modeling software?
Explain how you would collaborate with different parts of the company to deliver a forecast.