No - iOS versions up to and including iOS 9 do not allow you to forward, edit, share or otherwise push a voicemail that is stored on the device.
You'll need to avail yourself to a jailbreak mod (I don't recommend this) or a tool to read the files from the phone when it's paired with a computer. You can use USB or WiFi pairing and there are many choices of apps to grab the voicemail files but they depend on your choice of computer OS.
Lastly, contact your carrier - they might allow you to forward a message that's still on their servers or be able to assist you. Again - there are hundreds of carriers, so that's more a thing to research for your specific carrier or change carriers if you can find one to help with this function/feature.