They are all abbreviations since they are short ways to express longer phrases.
They are most often initialisms since they are abbreviations formed by taking the initial letters of each word in the phrase.
And although 'acronym' has also become a synonym for 'initialism', unless you have a good way to pronounce "YMMV" or "BTW" as a word in standard English, I would not encourage the ambiguous and imprecise use of that term.
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