I know the beings of the past, present, and future, oh Arjuna!, but no one knows Me.

Omniscient knowledge: Kṛṣṇa veda (knows) everything — samatītāni (well past), vartamānāni (present), bhaviṣyāṇi (future). He knows time in its entirety.

But māṃ tu veda na kaścana — “but Me, no one knows.” It is not arrogance, but a declaration of the mysterious nature of the Absolute. It can only be known by revelation and grace.