You would rather do well to save the data in a vector than write a mat file every time the loop runs:
This video should help:
You can save the output in a vector or matrix as shown,
Eg:
for i=1:10
y(i)=i+rand; % use y(i) so that it is written as a vector
end
or you could use:
z=[];
for i=1:10
z=[z i+rand];
end