Hai Ajay,
there is no reason that a forecast should be normal distributed. And analysing a forcast on its own makes no sense to me. Why would you want to do that?For Forecast Robustness: look at Prediction Interval and Confidence Interval that you get from the regression analysis. They give you info about robustness.
The general answer is always: the further your forecast is away of your datapoints the more incertainty you will have. And of course the main assumption is that your model of the past (data) is a good prediction of what will happen in the future (that is why it doesn’t work on stocks).
Remi
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