You can use Muse Monitor to record to Interaxon's ".Muse" file format, which can then be converted to matlab format with Muse Player.
The Muse Player conversion command you'll need will be:
muse-player.exe -q -v -f recording.muse -M output.matlab
Note that there is currently a bug in Muse Player which prevents conversion of non-ASCII characters. I have re-compiled a fixed version, which is available in this post if you need it.
Alternatively Muse Monitor also supports sending the data via an OSC network stream, but I have not set this up myself with MatLab so can not provide instructions (yet!)