It is possible to change it from an Applet itself or possibly from the vendor initialization process of the chip. The Global Platform specifications allow you to set it through a static call to GPSystem
within the GP on-card API:
public static boolean setATRHistBytes (byte[] buffer, short bOffset, byte bLength)
This method sets the historical bytes contained in the ATR (Answer To Reset). The sequence of bytes will be set
on a subsequent power-up or reset. Only the “default selected” Application may invoke this method. The Card
Manager locates the AID of the selected Application in the GlobalPlatform Registry and determines if the
Application has the required privilege.
As you can see this only changes the historical bytes which are part of the ATR. The other settings are chip-specific and can therefore normally only be set during initialization of the (Java Card) operating system implementation.
For JCOP that can be by writing specific byte values to persistent memory (separate locations for cold and warm reset if that's still the same). Please contact your representative to get the necessary documentation and authentication material.