Based on the level of respect or formality, you can say "I have no idea." in Korean in 3 ways:

• Informal: jeonhyeo molra. (전혀 몰라.)
• Formal: na-neun jeonhyeo morgetsseoyo. (나는 전혀 모르겠어요.)
• Very formal: jeo-neun jeonhyeo morgetsseumnida. (저는 전혀 모르겠습니다.)