You can't copy it into a defined array  item, but if you say:

Dim vData as Variant
vData = ActiveSheet.Range(Cells(1, 1), Cells(10000, 1))

...VBA will create vData as an array like:

vData(1 to 10000, 1 to 1) as Variant

...and if you later say:

vData = ActiveSheet.Range(Cells(1, 1), Cells(10, 1))

...VBA will automatically redimension it as:

vData(1 to 10, 1 to 1) as Variant