Recently, I installed a new router and found that the VRF module did not load successfully because I was using the image provided by the service provider.
root@eu-router:/opt/tunnel# modprobe vrf modprobe: FATAL: Module vrf not found in directory /lib/modules/5.4.0-72-generic
My Linux Kernel is
5.4.0-72-generic, so I installed the extension package.
apt install linux-modules-extra-`uname -r`
Then, load the VRF module again. If there is no response, it means that it was successful!