No you don't.
Why do you expect the dealer to take the car back just because you changed your mind? What are they supposed to do with it? It is now a used car.
You could sell it, but you are going to take a bath on it.
Sorry to sound so strong, but get real -- you bought the car! The bank is in the business of loaning money, not dealing cars. They loaned you money, you agreed to pay it back. The car is just collateral. If you turn the car over to them, then they are going to have to dispose of it. You will still owe the difference between what they get for it and what you owe.