Not Have the Foggiest Idea

If you don't have the foggiest idea, you don't know at all. Other expressions:
I don't have a clue / I haven't got a clue.
I don't have the faintest idea / I haven't got the faintest idea.



Examples:
I don’t have the foggiest idea why he called me.
None of us had the foggiest idea about how to put the tent up.