Read the car lease to determine if there is a grace period. I suspect you will see bold letters stating there is no grace period.
Also check the car dealership itself. You will see large signs at the dealership stating there is no grace period. Those signs are required by law, because there is no 3 day grace period. Get back to the dealer to see what the dealer is willing to do. The sooner you return, the better chance you have. You have very little leverage, however.
There is no grace period after signing a car lease. This assumes that there was no misrepresentation or fraud in the inception of the agreement. Also, dealerships generally display a "No Cooling Off Period" in the financing office and similar language is customarily on the lease and other documents. Cooling off periods or grace period usually apply to contracts signed in one's home.
I recommend that you contact the dealer and see if you can informally resolve your issues.
As has been pointed out, the dealer may have specifically answered this question and stated in signs ont heir premises that there was no grace period after signing a document to buy or lease a car.
Depending on what your particular lease says, there may be penalties for your early termination as well. If you like the Jetta you leased and just want to try to change the lease term and warranty provisions, you may find the dealer willing to re-negotiate those terms.
Disclaimer: Please note that this answer does not constitute legal advice, and should not be relied on, since each state has different laws, each situation is fact specific, and it is impossible to evaluate a legal problem without a comprehensive consultation and review of all the facts and documents at issue. This answer does not create an attorney-client relationship.