I used to have fights with teak fonts. I think they usually use the font of the axes, in this case something like:
set(gca, 'FontName', 'Palatino');
must work. If this is unsuccessful, you can try Print format labels from file sharing. It replaces ticks with text objects, so formatting can be fully customized the same as with any text object (I seem to remember that I looked at it a while ago, you may need to crack the code to select a font).
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