Theoretically, in a standard normal distribution, the range of values of Z is from -∞ to +∞. Theoretically, the standard normal variable Z can take any value between minus infinity to plus infinity.
But it is known that 99.7% of the data values of the normal distribution lie within 3 standard deviations of the mean. This rule is known as the empirical rule.
Hence for most practical purposes, in a standard normal distribution, the range of values of Z is from –3 to +3.