default or selected kernelversion does not have config value CONFIG_IP_NF_MATCH_CONNTRACK.
Result is shown for kernelversion 5.4.123

Connection tracking match support

modulename: ipt_conntrack.ko

configname: CONFIG_IP_NF_MATCH_CONNTRACK

Linux Kernel Configuration
└─>Networking support
└─>Networking options
└─>Network packet filtering (replaces ipchains)
└─>IP: Netfilter Configuration
└─>Connection tracking match support
In linux kernel since version 2.6.12  
This is a general conntrack match module, a superset of the state match.

It allows matching on additional conntrack information, which is
useful in complex configurations, such as NAT gateways with multiple
internet links or tunnels.

To compile it as a module, choose M here. If unsure, say N.

source code: