[stefanos82]

Tell them that you are slow thinker and you need your time to think thoroughly so you can come back with answers.

If they don't believe you, tell them Derek Sivers, the CD Baby creator is also a slow thinker https://sive.rs/slow

[kmoser]

I would avoid that phrase since people may take it to mean you're admitting to being bad at thinking and therefore not a very useful employee.

Instead, I'd spin it to say you need more time to investigate thoroughly to give them an accurate answer.

[datadrivenangel]

Agreed. Saying you don't know is bad enough in some dysfunctional organizations. (viewed as a good thing in healthy organizations)