Appending a dynamic array in VBA

Use a variable and increment it, it makes no difference if the variable is larger than the ubound when the code completes:

Sub Test()
Dim myArray() As Double, X As Long
X = 0
ReDim Preserve myArray(X)
For Each cell In Range("Hello")
    If cell <> "" Then
        ReDim Preserve myArray(0 To X)
        myArray(X) = cell.Value
        X = X + 1
    End If
Next
End Sub

Change If UBound(myArray) > 0 Then to If UBound(myArray) >= 0 Then that will solve the problem.

Sub Test()
    Dim myArray() As Double
    ReDim Preserve myArray(0)
    For Each cell In Range("Hello")
        If cell <> "" Then
            If UBound(myArray) >= 0 Then
                myArray(UBound(myArray)) = cell.Value
                ReDim Preserve myArray(0 To UBound(myArray) + 1)
            End If
        End If
    Next
End Sub