JVM: JVM also known as Java Virtual Machine is a part of JRE. JVM is a type of interpreter responsible for converting bytecode into machine-readable code. JVM itself is platform dependent but it interprets the bytecode which is the platform-independent reason why Java is platform-independent.
JRE: JRE stands for Java Runtime Environment, it is an installation package that provides an environment to run the Java program or application on any machine.
JDK: JDK stands for Java Development Kit which provides the environment to develop and execute Java programs. JDK is a package that includes two things Development Tools to provide an environment to develop your Java programs and, JRE to execute Java programs or applications.