Horror movie Psychic sells books on TV and 2 men break into his apartment and tie him up and a black goat comes into the apartment and stands on his hind legs. They try to conduct a ritual in the apartment and find out they have to find a child who was just born to save the world. They escape the apartment by scaling down the outside of the building. The ending is a goat-like demon standing on top of a building in construction.
I finally found the movie - It is called “The day of the Beast” a horror comedy. The Day of the Beast is a 1995 Spanish-Italian comedy horror film co-written and directed by Álex de la Iglesia and starring Álex Angulo, Armando De Razza and Santiago Segura. The plot concerns the unorthodox attempts of a Basque priest to avert the birth of the Antichrist in Madrid during Christmas Eve, teaming up with a metalhead and an occult fraudster. The film, marketed as “a satanic comedy”, was well received by critics and audiences in Spain, and sparked interest in the director’s filmography and style of directing.