Custom dropdown list with multiple groups differntiated by Group name

Hello all,

Is it possible to customize a dropdown list of values with Group name as some header values and group members listed seperately withi the dropdwonlist  as shown below? In this eample, user will be selecting only the vehicle model(group member) and not the vehicle type(Group name). Appreciate any help in getting this solved, thank you!      

Select a Vehicle
SUV
   RAV4
   Model X
   CRV
   X5
   GLA
Sedan
   Model 3
   Camry
   Civic
   E-Class
Hybrid
   XSE
   GT-Class
   X5 PHEW

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