With the Apple TV remote navigate to the "Menu" (Apple TV settings) -> Settings -> Remote & Devices -> Home Theater -> Volume Control follow on screen steps.
This will allow the remote to control the ZVOX speaker.
Note: We have been made aware that a recent Apple TV software update has caused problems with how the Apple TV remotes communicate with Zvox speakers or other soundbars. Luckily this problem is easily fixed by resetting the Apple TV remote. Below are instructions on how to do this.
Hold down the TV button and Volume down buttons simultaneously for 6 seconds.