With Voicemail, the phone is not involved in any way in terms of storing the Voicemail.
All the functionality and the actual recording is done by the Cell provider. In your case this is AT&T.
Therefore it is down to the policy of AT&T as to how voice mail works and what is possible.
Unfortunatley with AT&T, the voicemail retrieval policy is as follows
Retrieve deleted voicemail messages:
About Recovering, Replaying or Re-Saving Deleted Messages
Deleted messages can be recovered, replayed, and re-saved up to the time your voicemail call completes. Messages you delete during a voicemail call are purged from the system when you exit the playback menu/end the call (Hang Up the Call):
If a message is deleted and the call has ended, the message cannot be retrieved.
If a message is deleted, but the call has not ended, the message can be retrieved.
Checking Erased Messages
After a message is deleted, the voicemail system gives you the option to review deleted messages by pressing 1, 9. At this point, you will have access to your deleted messages and can replay them, then save or delete them.
Retrieve Deleted Messages
From the Message Playback menu, press 1, 9 to Check Erased Messages. Press 9 to save the message in your mailbox, or press 7 to delete it again.
I am really sorry but it is not going to be possible to retrieve the voicemail if you have already hung the call up (which I suspect you have).