All Zeners and diodes, LEDs alike have an inverse exponential incremental resistance. If rated at the knee threshold it has an absolute value of Vzk/I. This lowers toward a fixed bulk resistance at the max current Vf/Imax. So the voltage will change with current near this value by that resistance.
This resistance is generally proportional to Vz rating and inverse to Pmax for all diodes with some exceptions.
Programmable Zeners use a constant current low V ref. and a high gain op amp. to ratio multiply the output with feedback to null the error to some limited current value but are most accurate.
For example on 5mm LEDs which act like Zeners, at 20mA roughly ( check datasheet ) IR =1.2 to 1.3V, Red=2.0 to 2.1 White= 3.0 to 3.1 but depending on supplier may have a wider tolerance. Thus ESR or Rs series bulk resistance for these would be around 5 Ohms, 10 and 15 ohms respectively at 20mA. Some OEM’s (like ON SEMI) state the rated “threshold and knee” resistance at threshold for Zeners as Zzt and Zzk. Some Zeners are no better than LEDs but do give more specs on this resistance. There is poor consistency in industry for defining this variable, but with experience,you can estimate it from the power and voltage rating or rely on the datasheets. Small Zeners start at a rating of 5mA and then may decrease with higher voltage to limit self heating.