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