In MATLAB, you can use a loop to iteratively create and save files with different filenames. One way to achieve this is by using the sprintf function to create a filename string with a numerical index that increments with each iteration. Here's an example code snippet: 

for i = 1:10
    filename = sprintf('data_%03d.mat', i); % create filename with index padded with zeros
    data = rand(10, 1); % generate some data to save
    save(filename, 'data'); % save data to file
end

In this example, the loop iterates 10 times and creates a new filename string filename with each iteration. The %03d format specifier in the sprintf function indicates that the numerical index should be zero-padded to three digits, so the first filename will be data_001.mat, the second will be data_002.mat, and so on.

You can modify this code to fit your specific needs by changing the filename format and the data that you want to save to each file.