Yes.
Here is some sample output from the program.
Different catch{} blocks
catch the two different exceptions.
C:\chap81>java  IndexPractice
Enter the data:
8
Enter the array index:
10
This is your problem: 10
Here is where it happened:
java.lang.ArrayIndexOutOfBoundsException: 10
        at IndexPractice.main(IndexPractice.java:23)
Good-by
C:\chap81>java  IndexPractice
Enter the data:
Rats
This is your problem: Rats
Here is where it happened:
java.lang.NumberFormatException: Rats
        at java.lang.Integer.parseInt(Integer.java:409)
        at java.lang.Integer.parseInt(Integer.java:458)
        at IndexPractice.main(IndexPractice.java:18)
Good-by
A more sensible program would use a loop to collect data from the user and place it in the array, and then process the array somehow.