Yes.
Quoting the JLS section 8.9.3 (emphasis mine):
For each enum constant c declared in the body of the declaration of E, E has an implicitly declared public static final field of type E that has the same name as c. The field has a variable initializer consisting of c, and is annotated by the same annotations as c.
These fields are implicitly declared in the same order as the corresponding enum constants, before any static fields explicitly declared in the body of the declaration of E.
An enum constant is said to be created when the corresponding implicitly declared field is initialized.
Side note, your code does not compile since you are accessing a static list inside an initializer. You can write instead:
static List<MyEnum> list = new ArrayList<>();
static {
for (MyEnum myEnum : MyEnum.values()) {
list.add(myEnum);
}
// list.get(0) == MyEnum.A, list.get(1) == MyEnum.B
}