This question is a follow-up to this one; see that question for the definition of Banach-Mazur games. There James Hanson showed that ZF+DC proves that there is an undetermined Banach-Mazur game; however, the situation with ZF+$\neg$DC is still open (there was an error in a claimed answer, and this question has been modified from its original form to accommodate that).
I'd like to ask what the ZF-situation is. However, in ZF alone things are rather weird so there are multiple plausible "right" versions of this question (which are all equivalent in ZF+DC). Unfortunately this does make the question rather subjective (presumably based on the answers we somehow pin down which version was "right," but how?), but I think it's within $\epsilon$ of precise for a sufficiently small $\epsilon$.
The most obvious question to ask is whether the result, phrased exactly as previously, continues to hold:
Version 1: Does ZF prove "There is an undetermined Banach-Mazur game"?
On second thought, however, it's not obvious to me that this is the right question. Without DC determinacy is a bit weird, and it's arguably better to talk about quasistrategies. A quasistrategy lays out a nonempty set of "permitted moves" at each stage, with a quasistrategy s being winning for a player if there is no play consistent with s in which that player loses and a game being quasidetermined if it has a winning quasistrategy.
A game is quasidetermined if one player or the other has a winning quasistrategy. In ZF+DC determinacy is the same as quasideterminacy, but in ZF they are distinct. So we can separately ask:
Version 2: Does ZF prove "There is an un-quasidetermined Banach-Mazur game?"
Yet on third thought, even that isn't obviously the right question: it's consistent with ZF that both players have winning quasistrategies in a given game! (Consider "Alternate choosing new elements of an amorphous set.") So we might want to land somewhere in the middle - say that a game is weakly determined if exactly one player has a winning quasistrategy.
Version 3: Is the statement "Every Banach-Mazur game is weakly determined" consistent with ZF?