There was a kinda-free option (as in you had to have an iPhone, but the app itself was free). Krypt.co had this based on the iphone's secure enclave. It was bought by Akamai, and it's not clear what state it's in.
I think there was also an implementation for mac os based on the t1/t2 chip, but since I've never had such a mac, I've never looked properly into that. But that probably means that you could roll your own.
Nitrokey has a free software implementation of their firmware.
But ultimately you need to get some hardware _somehow_ which costs money, though some conferences give out free Yubikeys (or equivalent) and most enterprises would provide them to users directly.
We shouldn’t be forced to spend money at any company. Where are the Free (beer and Libre) methods??