In order to use OutputFcn for that purpose, you would have to re-compute sigma in that gaoutfunction . There is no way to get ga to automatically gather any extra variables that the function might want to return.
I have to ask whether using the OutputFcn would even be what you would want. The OutputFcn is called once per iteration, not once per objective function call. If you wanted to collect all of the sigma values over all of the objective function evaluations for some reason (e.g., for estimation of confidence bounds) then using OutputFcn would not be the way to do it.
Do you actually want all of the sigma values for each objective function evaluation, or do you want the sigma values associated with each iteration, or do you just need the sigma value associated with the final location? The best approach depends upon which of these you want.
