The past twenty years have witnessed growing claims of ignorance in firm disclosures, as managers increasingly attribute outcomes to "uncertainty" rather than to concrete, identifiable causes. This paper examines the impact of such "uncertainty attribution" on stock market uncertainty. It helps assess whether the widely held belief in the informativeness of managerial explanations still holds as attribution targets shift from informative to uninformative. We develop a causality-sensitive BERT model to measure firm-year uncertainty attribution intensity based on MD&A texts of U.S. public firms (2004-2023). Event study results show that uncertainty attribution in disclosures raises stock market uncertainty. We rule out that this increase stems from higher volatility in firm fundamentals. Instead, an information choice in beauty contest model and additional empirical evidence indicate an informational mechanism: lower-precision public disclosures resulting from uncertainty attribution prompt investors to rely more on dispersed private signals. Our study is among the first to demonstrate how managerial attribution shapes disclosure informativeness and identifies a novel channel through which uncertainty is transmitted from the real economy to financial markets.