Adam Clarke on Zechariah 10:2

The idols have spoken vanity - This is spoken of the Jews, and must refer to their idolatry practiced before the captivity, for there were no idols after.

Therefore they went their way - They were like a flock that had no shepherd, shifting from place to place, and wandering about in the wilderness, seeking for pasture, wherever they might find it. Some think that the idols and diviners were those of the Seleucidae Greeks, who excited their masters with promises of success against the Maccabees. Others think that the Babylonish captivity is foretold; for a determined future event is frequently spoken of by the prophets as past.