Formal:
* Je n'en ai aucune idée. (This is the most literal translation and is appropriate for formal situations.)
* Je n'en sais rien. (This is a more common and less formal way of saying "I have no idea.")
Informal:
* Je n'en sais pas. (This is a very common and informal way of saying "I have no idea.")
* J'en ai aucune idée. (This is a more informal version of the formal "Je n'en ai aucune idée.")
* Je n'en ai vraiment aucune idée. (This emphasizes that you truly have no idea.)
* J'ai pas la moindre idée. (This is a very informal way of saying "I have no idea.")
You can also use phrases like:
* J'en suis incapable. (This means "I am incapable of knowing.")
* C'est une énigme pour moi. (This means "It's a mystery to me.")
The best choice will depend on the specific situation and your relationship with the person you are speaking to.