Jamieson, Fausset and Brown on Zechariah 13:4

4. prophets ... ashamed--of the false prophecies which they have uttered in times past, and which the event has confuted.

rough garment--sackcloth. The badge of a prophet (2Ki 1:8; Is 20:2), to mark their frugality alike in food and attire (Mt 3:4); also, to be consonant to the mournful warnings which they delivered. It is not the dress that is here condemned, but the purpose for which it was worn, namely, to conceal wolves under sheep's clothing [Calvin]. The monkish hair-shirt of Popery, worn to inspire the multitude with the impression of superior sanctity, shall be then cast aside.