After hours of googling, I have found the answer on http://www.satya-weblog.com/2007/05/php-and-javascript-cookie.html
in View
<script type="text/javascript">
var timezone = jstz.determine();
document.cookie = 'user_timezone=' + timezone.name();
</script>
in Controller
$request = new Zend_Controller_Request_Http();
$user_timezone = $request->getCookie('user_timezone');
if(isset($user_timezone)){
echo 'User Timezone is ' . $user_timezone . '.';
} else {
echo 'The cookie has not been set yet.';
}