I have checked you code .. problem is you are assigning wrong value to filterResults also at wrong place (inside loop). Your code should look like below .

@Override
protected FilterResults performFiltering(CharSequence constraint) {
    FilterResults filterResults = new FilterResults();
    if (constraint == null || constraint.length() == 0) {
        filterResults.count = countryModelList.size();
        filterResults.values = countryModelList;
    } else {

        List<CountryModel> resultModel = new ArrayList<>();
        String searchString = constraint.toString().toLowerCase();

        for (CountryModel itemModel:countryModelList) {
            if (itemModel.getCountry().toLowerCase().contains(searchString)) {
                resultModel.add(itemModel);
            }
        }
        filterResults.count = resultModel.size();
        filterResults.values = resultModel;
    }
    return filterResults;
}

on JDK 1.8
tried casting many ways but none working for me.

public class CountryAdapter extends ArrayAdapter<CountryModel> {

private Context context;
private List<CountryModel> countryModelList;
private List<CountryModel> countryModelListFiltered;

public CountryAdapter(Context context, List<CountryModel> countryModelList) {
    super(context, R.layout.custom_list_item, countryModelList);
    this.context = context;
    this.countryModelList = countryModelList;
    this.countryModelListFiltered = countryModelList;
}

@NonNull
@Override
public View getView(int position, @Nullable View convertView, @NonNull ViewGroup parent) {

    //Instantiates a layout XML file into its corresponding View objects.
    @SuppressLint("ViewHolder")
    View view = LayoutInflater.from(parent.getContext()).inflate(R.layout.custom_list_item, null, true);
    TextView tvCountryName = view.findViewById(R.id.tvCountryName);
    ImageView countryFlag = view.findViewById(R.id.imageFlag);

    tvCountryName.setText(countryModelListFiltered.get(position).getCountry());
    //using glide library to set image to image View.
    Glide.with(context).load(countryModelListFiltered.get(position).getFlag()).into(countryFlag);
    return view;

}

@Override
public int getCount() {
    return countryModelListFiltered.size();
}

@Nullable
@Override
public CountryModel getItem(int position) {
    return countryModelListFiltered.get(position);
}

@Override
public long getItemId(int position) {
    return position;
}

//Filter Logic


@NonNull
@Override
public Filter getFilter() {
    Filter filter = new Filter() {

        @Override
        protected FilterResults performFiltering(CharSequence constraint) {
            FilterResults filterResults = new FilterResults();
            if (constraint == null || constraint.length() == 0) {
                filterResults.count = countryModelList.size();
                filterResults.values = countryModelList;
            } else {

                List<CountryModel> resultModel = new ArrayList<>();
                String searchString = constraint.toString().toLowerCase();

                for (CountryModel itemModel:countryModelList) {
                    if (itemModel.getCountry().toLowerCase().contains(searchString)) {
                        resultModel.add(itemModel);
                    }
                    filterResults.count = resultModel.size();
                    filterResults.values = itemModel;
                }
            }
            return filterResults;
        }
        @SuppressWarnings("unchecked")
        @Override
        protected void publishResults(CharSequence constraint, FilterResults results) {
            Log.d("Cast:", "publishResults: " + results.values.toString());



            countryModelListFiltered = ((List<CountryModel>) results.values);
            AffectedCountries.countryModelList = (List<CountryModel>) results.values;
            notifyDataSetChanged();
        }
    };
    return filter;
}
}