62 The next day, that is, after the day of Preparation, the chief priests and the Pharisees gathered before Pilate 63 and said, “Sir, we remember how that impostor said, while he was still alive, ‘After three days I will rise.’ 64 Therefore order the tomb to be made secure until the third day, lest his disciples go and steal him away and tell the people, ‘He has risen from the dead,’ and the last fraud will be worse than the first.” 65 Pilate said to them, “You have a guard of soldiers. Go, make it as secure as you can.” 66 So they went and made the tomb secure by sealing the stone and setting a guard (Mt 27:62-66).
This is discounted by "skeptics" due to its patently apologetic thrust. But a basic problem with that reaction is that the anecdote is inherently plausible. If Jesus predicted that he was going rise from the dead, both Pilate and the Jewish establishment would be motivated to nip that legend in the bud. Surely they didn't need an aggressive new religious sect, headquartered in Jerusalem, to contend with.
Moreover, even if you lack prior belief in Jesus, there's nothing implausible about messianic claimants forecasting their return from the dead. To my knowledge, that's not uncommon. Making good on the prediction is the tough part. To take a modern example, some devotees are still waiting for Rebbe Manachem Schneerson to rise from the grave. So there's no reason to doubt that Jesus made that prediction.