[edit]
factor2431@vyos# set firewall ipv4 input filter rule 10000 source geoip country-code 
Possible completions:
   <country>            Country code (2 characters)

[edit]
factor2431@vyos# set firewall ipv4 input filter rule 10000 source geoip country-code US
  Invalid value
  Value validation failed
  Set failed

[edit]
factor2431@vyos# set firewall ipv6 input filter rule 10000 source geoip country-code US
  Invalid value
  Value validation failed
  Set failed