Jamieson, Fausset and Brown on Zechariah 6:5

5. four spirits of the heavens--heavenly spirits who "stand before Jehovah" to receive God's commands (Zec 4:14; 1Ki 22:19; Job 2:1; Lu 1:19) in heaven (of which Zion is the counterpart on earth, see on Zec 6:1), and proceed with chariot speed (2Ki 6:17; Psa 68:17) to execute them on earth in its four various quarters (Psa 104:4; He 1:7, 14) [Pembellus]. Or, the secret impulses of God which emanate from His counsel and providence; the prophet implies that all the revolutions in the world are from the Spirit of God and are as it were, His messengers or spirits [Calvin].