shitsumon ga aru

How would you say 'no idea'in Japanese. For example if somebody were to ask me a question and I would reply 'no idea' I'm guessing zenzen shiranai would be a good way of saying it but is there another way?

- Zenzen wakaranai. (I don't know at all.)
- Mattaku wakaranai. (I don't know at all.)
- Kentou mo tsukanai. (I cannot even guess.)

By the way, if you meant to say "I have a question" with the sentence "Shitsumon ga aru," I think it might sound polite and better if you said "Shitsumon ga arimasu" in the polite speech, when you write on a forum like this. "Shitsumon ga aru" is in informal speech.

All of the sentences in my post above would be as follows when written in the polite speech:

- Zenzen wakarimasen.
- Mattaku wakarimasen.
- Kentou mo tsukimasen.

Also
- Zenzen shirimasen.