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

• Informal: bichamhan nalssi-ya! (비참한 날씨야!)
• Formal: bichamhan nalssi-yeyo! (비참한 날씨예요!)
• Very formal: bichamhan nalssi-imnia! (비참한 날씨입니다!)