God will once more shake the heavens and the earth on the coming day of judgment (see Isaiah 2:19–21; 30:28). The previous shaking was the judgment on Egypt during the exodus (Haggai 2:21–22; Exodus 14:31).
The New Testament connects this to the return of Jesus Christ in a short time (Hebrews 12:26–27). Haggai likely saw God's ultimate judgment hinted at in events after his time, such as the fall of Persia to Greece and Greece to Rome (see Daniel 2:39–45).