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To check if a variable is set, see How do I check if a variable exists in an 'if' statement?

Now, to loop over the variables whose name matches a pattern, in zsh, you could do:

for varname in ${(Mk)parameters:#Var<->Value}; do
  something with "$varname" and its value: "${(P)varname}"
done

With bash:

readarray -t list < <(compgen -v | grep -xE 'Var[[:digit:]]+Value')
for varname in "${list[@]}"; do
  something with "$varname" and its value: "${!varname}"
done