A method of hit point forecasting based on “current” statistical model is proposed for maneuvering target attacked by missiles. The method detects the target maneuvering in real time. In addition, it forecasts the hit point. Based on the forecasting, the optimal guidance law for maneuvering target attacking has been studied, while the analytic solution has been obtained. Based on the proposed method, assumption of target maneuvering model is needless. The results of simulations of several hypothetical scenes have proved that the method is effective.