What is the difference between STOP RUN, GO BACK and EXIT PROGRAM?

STOP RUN terminates the entire run-unit – the Main Driver Program along with all its sub-programs. GO BACK returns the control back to the calling program.

GO BACK when used the Main Driver Program, returns the control back to the OS.

EXIT PROGRAM only works in sub-programs, and transfers control to the calling Program. If used in the Main Driver Program, it causes 4038 Abend.