First of all Z is unreachable variable...that is .....no production is able to reach upto Z....
now follow of Z (which is in R.H.S) is follow is Z (which is in L.H.S)...
but there is no occurence of Z in any production in RHS side ...
so here follow of Z is { }....PHI......
(actually we never get follow of any variable as PHI...but as variable is UNREACHABLE...we say it as PHI...)