Intel ITANIUM ARCHITECTURE - SOFTWARE DEVELOPERS MANUAL VOLUME 1 REV 2.3 Manual page 1692

WRMSR—Write to Model Specific Register (Continued)
Virtual 8086 Mode Exceptions
#GP(0)
Intel Architecture Compatibility
The MSRs and the ability to read them with the WRMSR instruction were introduced into
the Intel architecture with the Pentium processor. Execution of this instruction by an
Intel architecture processor earlier than the Pentium processor results in an invalid
opcode exception #UD.
4:390
The WRMSR instruction is not recognized in virtual 8086 mode.
Volume 4: Base IA-32 Instruction Reference