No. Once you've committed a comment it's visibility status cannot be changed.
We do this because we can't guarantee it hasn't already been seen by someone who was looking at the video while the comment was still public, or already included in an email notification.
Therefore it would be misleading to mark it as 'Team-Only' when the possibility exists that non-team members had access to it at some point.
The best course of action here is to delete the comment and make a new one.