Autowatch tells Jira that you want to add yourself as a watcher to issues you comment on.
My changes tell Jira to email you (or not) when you make a change and you get included in the list of people to be emailed about it (Most of us turn this off - I know I just changed the issue, I don't need an email to tell me what I did)
Share - sends emails to the people you share with
When you're mentioned, you'll be sent an email when the comment or field is saved
Subscriptions send you the results of filters on a regular basis
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