The study has shown that trypsin in the human stomach can only break down 76% to 90% of cow's casein and 96% of the casein in goat's milk. Even for the most difficult to digest β-Lactoglobulin (β-LG), the digestion rate for goat milk is three times higher than cow milk. The casein found in goat's milk is mainly β-casein (about 70%). The main characteristic of β-casein is having a high proportion of proline, in which the molecular appears more amorphous and loosely arranged. Because of that, the size of the casein micelles of goat milk tends to be larger, and the gap among them is relatively bigger, which allows the digestive enzymes to enter easily, and this improves the breakdown ability of digestive enzymes significantly. This unique structure of goat milk allows more efficient digestion compared with cow milk. 

Not only is goat milk easy to digest, it also contains more medium-chain fatty acids (MCFA), which converts to energy more quickly especially for babies. Among all the nutrients, fat is the most difficult to digest. As goat milk contains more MCFA, milk fat is easily digested and absorbed compared with LCFA (long-chain fatty acids). In the goat milk fat, there is a high percentage (about 10-20%) of MCFA (e.g. caprylic acid and capric acid), which can convert into energy more quickly.

References:

Jasińska, B. The comparison of pepsin and trypsin action on goat, cow, mare and human caseins. Rocz. Akad. Med. Bialymst. 1995, 40, 486-496

Almaas H, Cases AL, Devold TG, Holm H, Langsrud T, Aabakken L, Aadnoey T, Vegarud GE. In vitro digestion of bovine and caprine milk by human gastric and duodenal enzymes. Int. Dairy J, 01 Sep 2006, 16(9):961-968

Prosser C. (2003). Casein composition of human milk and goat and cow milk powders. Summary paper prepared in April 2003, AgResearch, New Zealand.

C G Prosser 1, V I Svetashev, M V Vyssotski, D J Lowry. Composition and distribution of fatty acids in triglycerides from goat infant formulas with milk fat. J Dairy Sci., 2010 Jul;93(7):2857-62