
GEFS probability of wind gusts above 40 mph, and ensemble member low locations. Plot from PolarWx.
One tool that can help us better assess forecast uncertainty is ensemble guidance. Simply stated, ensembles are obtained by taking a forecast and adding small perturbations to its initial conditions and other parameters (e.g., physics tendencies) to account for uncertainty. This yields a set of simulations that start out with small differences that grow larger with time, which should be indicative of the range of plausible solutions.
Looking at the GEFS forecast above, we see a fairly large number of ensemble members showing a weak tropical cyclone in the western Caribbean, with a small number of members showing a more intense tropical cyclone. At later lead times (not shown), just under half of GEFS members develop a hurricane over the Gulf of Mexico, while the remaining members either have a weak tropical cyclone or no tropical cyclone at all.
To better understand the GEFS forecast, we also need to understand its systematic biases. For one, the GEFS are known to have an under-dispersive bias, meaning that the ensemble spread is often too small, resulting in the true solution falling outside of the ensemble distribution. Think of this as a forecast showing the range of possible high temperature between 68 and 74 degrees, but verification is 78 degrees. The relatively recent upgrade to the GEFSv12 with an increased number of ensemble members (from 20 to 30) improved this bias, but nonetheless some under-dispersiveness remains.

Comparison of EPS and GEFS ensemble member low positions. Plot from Pivotal Weather.
The GEFS are just one set of ensemble guidance; The ECMWF Ensembles (EPS) provide a set of 50 ensemble members, and are generally more dispersive than the GFS. In this case, notice that the EPS have a weaker and farther south/west cyclone than the GEFS, with only a handful of members showing a stronger and farther north tropical cyclone like the GFS and a subset of the GEFS members. This lack of multi-model support also aids in lowering confidence for the GFS solution of a Gulf of Mexico hurricane.
Additionally, it should be noted the currently operational GFS has a higher false alarm ratio (FAR) than the previous version of the GFS, with one hotspot of FAR over the western Caribbean – the region where the GFS and GEFS show this tropical cyclone developing.