You can change your voicemail settings from the Skype for Business Settings page. You can get to the page by using one of the following methods:
Context does matter here. If the caller would reasonably expect you to answer the phone (such as if they were calling a store or other place of business), an apology for not being able to get to the phone makes the most sense.

Here are some proven techniques for how to leave a voicemail message that gives you the best chance of getting a call back: Say the person's first name ONLY. Say your first name only followed by your company name. Keep your voicemail brief and urgent. Leave a reference name of a person and company you've worked with. How do you answer the phone professionally? Promptly answer calls. The average ring takes 6 seconds. Be warm and welcoming. Introduce yourself and your business. Speak clearly. Do not use slang or buzz words. Ask before you put people on hold. Don't just put calls through. Be prepared for your calls. How do you greet a client over the phone? Answer your phone with a "Hello" if you don't know who it is. Greet the caller by name if you know them. Use informal language with family and close friends. Introduce yourself by name when you call someone else.
Want to keep things light and simple while making your callers laugh when they hear your greeting? Serious, monotonous greetings can leave the caller depressed (perhaps, not literally). What I mean to say is, keep the greeting livelier.