There are a number of programs out there that will produce an .exe file of your Java program, but that is simply a wrapper of the Java code, and they still rely on a JDK or JRE to run.

Static compilers (that would produce processor-native instructions) cannot provide the run-time dynamics that an interpreting language can.

An interpreting language always needs the interpreter in order to run, so it more or less theoretically impossible to do what you are asking for. Only theoretical way to do it would be to translate the byte-code to some other interpreting language that has native support on the platform (like VB). But that would be really hard to do.