Okonkwo doesn't truly change during the novel. He is rigid in his ways and unaccepting of new ways of life in his village with the introduction of imperialism. As others in the village drift toward the church during his banishment, he is in his mother's land working to get back to where and how he was. His absence feeds into the inability to accept change because for him, it was not gradual, but instead it was a slap in the face of his life and culture. If he had been there the whole time, maybe he would have had an easier time accepting change, but he was a character that was rigid in his ways due to the lackadaisical life of his father and his vow to never be like him.
One can make the case that he did change upon the birth of Ezinma. He valued her, especially over Nwoye, in that he was morbidly concerned when she was sick - this was a drastic change from him killing Ikemefuna who was the son he never had. He seemingly softened when it came to Ezinma, but probably not enough to really claim that he had actually changed.