Running code/ calling a function triggered by closing of a matlab program

I have a matlab program (with GUI) that uses contents of some file for initialization purposes. However it is important to me that upon closing the program, some specific value be written to my initialization file. How can I have a function to get called right when the user closes my program.

Thanks you for your help

[per isakson]

See: onCleanup, Cleanup tasks upon function completion