Why do you prefer to use CNTs? I would propose to try activated carbons which are usually cheaper and have usually higher surface area compared to CNTs. Another option is to use carbon aerogels. Boith of these materaisl are composed like CNTs from carbon, but their larger surface area is more beneficial for physical adsorption.

Common sense tell CNT will not be a practical option for large scale CO2 capture. However good choice for academic study!