I think the entirety of Hotspot is written in C++ [0]? The standard library in the JDK is mostly written in Java, but the VM itself with the GC and JIT code is in C++, which makes sense.
If you do not count the standard library as part of the JVM (but part of the JDK), then the JVM is written mostly in C++.
Because of its inherent memory safety, Java is attractive for anything in the JVM which is not strictly necessary to be coded in C/C++ for some reason (raw performance, low-level, or OS-specific). With Projects Valhalla ann Panama
around the corner, there will be even less hard reasons going forward. Also, C/C++ compilers can be tricky dependencies at times.
If you do not count the standard library as part of the JVM (but part of the JDK), then the JVM is written mostly in C++.
[0]: https://github.com/openjdk/jdk/tree/master/src/hotspot