According to Roget's Thesaurus, the antonyms for the word 'understandable' are as follows: irrational unintelligible unreasonable incomprehensible unfathomable Normally and informally, I would just say 'not understandable'.

It doesn't exist. Try 'incomprehensible' instead (comme en français!)

I would say "incomprehensible." That's probably the word you want. The likely reason why "ununderstandable" isn't a word is that the repetition of the two "un" syllable is confusing. Usually you could place an "un" in front of a adjective to reverse its meaning and it would be clear--you are almost allowed to "manufacture" a word that way even if it's not in the dictionary. But you can't do it here. If you don't want to learn the word "incomprehensible," or want to know what to do if you forget it, then take Richard's suggestion: "not understandable" is fine.