What is the right preposition after "skeptical"?

You pose two different uses of the word and thought. In the one case a speaker is skeptical "of" a "truth" and in the later he is "posing" (in) skepticism as a position.

One who is skeptical of a "truth" is in fact doubtful of its authenticity.

One who poses as a skeptic writes regarding his belief in the inaccuracy of the given "truth."

COCA finds these frequencies for prepositions that immediately follow skeptical:

So almost always the right answer is either of skeptical of or skeptical about, but other possibilities may exist depending on the broader context and personal predilections. Most of the others are false hits, and not actually part of the skeptical PREP THING bit at all.

I say “personal predilections” because I cannot see myself ever being skeptical at something, but apparently some people on occasion are so. One of those citations is this one, from a piece of short fiction named “School Days” by Russell Banks in 1995:

I told him how I’d agreed to send Rose back to her mom in the morning and he looked a little skeptical at that with one eyebrow cocked and his lips pressed together and didn’t say anything one way or the other.