This feature is only available in YubiKey 4.3 and newer.
A high level description of the thinking and how this can be used can be found at https://developers.yubico.com/PIV/Introduction/PIV_attestation.html
Attestation works through a special key slot called “f9” this comes pre-loaded from factory with a key and cert signed by Yubico, but can be overwritten. After a key has been generated in a normal slot it can be attested by this special key, this can be realised by using the yubico-piv-tool action attest:
yubico-piv-tool --action=generate --slot=9a ... yubico-piv-tool --action=attest --slot=9a
The output of this is a PEM encoded certificate, signed by the key in slot f9.
To verify an attestation step 1 is to build the certificate chain. Put the attestation root certificate in a file (or if you trust several put all of them in said file). The Yubico root certificate can be found at https://developers.yubico.com/PIV/Introduction/piv-attestation-ca.pem
Then add the keys attestation certificate to that file:
yubico-piv-tool --action=read-certificate --slot=f9 >> certs.pem
Now we’re ready to verify the attestation:
yubico-piv-tool --action=attest --slot=f9 > attestation.pem openssl verify -CAfile certs.pem attestation.pem attestation.pem: OK