Based on the level of respect or formality, you can say "What a terrible day!" in Korean in 3 ways:

• Informal: ggeumjjighan nal-iya! (끔찍한 날씨야!)
• Formal: ggeumjjighan nal-iyeyo! (끔찍한 날이예요!)
• Very formal: ggeumjjighan nal-imnia! (끔찍한 날입니다!)