You can find calligraphic script under the Palettes' Special Characters menu. E.g.

Plot[Sin[x], {x, 0, 6 Pi}, AxesLabel -> {\[ScriptCapitalT], None}]

Otherwise download the LaTeX Mathcal font, apparently cmbsy10, and specify it in Style:-

Plot[Sin[x], {x, 0, 6 Pi}, AxesLabel -> {Style["T", FontFamily -> "cmbsy10"], None}]

You can find calligraphic script under the Palettes' Special Characters menu. E.g.

Plot[Sin[x], {x, 0, 6 Pi}, AxesLabel -> {\[ScriptCapitalT], None}]

Or, if you specifically want the LaTeX Mathcal font - apparently cmbsy10 - you can download and install it, and specify it in the Style option:-

Plot[Sin[x], {x, 0, 6 Pi}, AxesLabel -> {Style["T", FontFamily -> "cmbsy10"], None}]

You can find calligraphic script under the Palettes' Special Characters menu. E.g.

Plot[Sin[x], {x, 0, 6 Pi}, AxesLabel -> {\[ScriptCapitalT], None}]

You can find calligraphic script under the Palettes' Special Characters menu. E.g.

Plot[Sin[x], {x, 0, 6 Pi}, AxesLabel -> {\[ScriptCapitalT], None}]

Otherwise download the LaTeX Mathcal font, apparently cmbsy10, and specify it in Style:-

Plot[Sin[x], {x, 0, 6 Pi}, AxesLabel -> {Style["T", FontFamily -> "cmbsy10"], None}]