I've heard a lot about this Pokemon Z, and there are few indicators that there may just indeed be a Pokemon Z after all. For instance there was Zygarde, a third legendary Pokemon who's appearance was rather mysterious, not to mention that there were three stones found in the cave around Zygarde that belong to three other legendaries from previous generations that are not even yet in the game; Palkia, Dialga, and one other that I can't remember. That either means that there will be another addition to the series or it's for transferring these Pokemon using Poke bank. We shall see.
Oh, and something intersting to consider, the series X and Y both feature legendary Pokemon who's first names start with X and Y and both resemble the letters X and Y in shape. These are the mascots of both games; Yveltal and Xerneas. Of course letters X and Y are the two last letters of the alphabet before Z. Including Z, these are the last three letters of the alphabet. Well, like Yveltal starts with a Y and resembles the shape of the letter Y and like Xerneas starts with an X and resembles the letter X in shape, Zygarde, the third legendary's name starts with a Z and also resembles the letter Z in shape. Something kinda interesting to consider. You do have to wonder what the Pokemon Co. is hinting at with these little.....Idk, I almost wanna call em signs but that sounds too mystical.