Is there is anything which is not a phenomena? Is there is anything existing in the past,present or future which is not a phenomena ?

Is it correct to say that all phenomena must be impermanent?
If yes then how we know this?
I think the dharma says,


  sabbe saṅkhārā aniccā — "all saṅkhāras (conditioned things) are impermanent"


So not "all phenomena", but specifically "all saṅkhārās" -- see Can anyone explain Sanskara / Sankara indepth?

This might be paraphrased like, "Everything that has a cause (or, 'has a beginning' or 'arises') has an end".

It's especially relevant for sensual phenomena -- i.e. sights, sounds, thoughts, and so on -- because these are conditioned by contact.

There may be some "phenomena" which are not saṅkhārās and not impermanent -- nibbana for example is said to be not-impermanent. I suppose reasons for that include its being unconditioned (it doesn't depend on something for its existence, in fact it's explicitly independent), and timeless.

I think that some schools of Buddhism identify other not-impermanent (unconditioned) phenomena too: for example, "space" and others (see Two unconditioned dhammas?); and possibly Buddha-nature or Dharmakaya (see Ignorant mind and Buddha nature).