If you want to store results from all iterations, you need to store them and not overwrite them:
res1 = cell(1,100);index = 0;
for i = Z:206
%data
vX = [LOG_GDP(1:i,:,1), gvm_GDP(1:i,:,1), goverment_bond(1:i,:,1), t_bill(1:i,:,1), inflation(1:i,:,1), LOG_private_investment(1:i,:,1), LOG_mon_base(1:i,:,1), LOG_gvm_spending(1:i,:,1), excess_return(1:i,:,1), Unemployment(1:i,:,1), LOG_private_con(1:i,:,1), LOG_house(1:i,:,1)];
%function to calculate residuals from VECM
index = index+1;
res1{index} = f(vX, K, r, p);
end
res1((index+1):end) = []; % remove unused elements
