An Inertial Measurement Unit (IMU) contains a three-axis gyroscope and a three-axis accelerometer. This IMU has 6 Degree of Freedoms (DoF). If an optional three-axis magnetometer is also included, we can call it a 9DoF IMU.
VG stands for Vertical Gyro. It can also be called an inclinometer or a tilt sensor. It combines the output of the gyroscope and the accelerometer and utilizes some kind of algorithm (Kalman filter or complementary filter) to measurement dynamic tilt angles (pitch and roll angles).
AHRS stands for Attitude and Heading Reference System. With the magnetometer, the heading angle w.r.t the magnetic north is available. Using similar technologies as VG, full attitude (yaw, pitch and roll angles) can be calculated.
INS stands for Inertial Navigation System. For low-cost IMUs, pure inertial navigation has severe drifting issues. So, INS means INS+GNSS actually. An INS solution can provide fused navigation information including position, velocity and attitude measurement.
In this fusion solution, the GNSS measurement (position and velocity) can correct IMU errors, and IMU calculates position, velocity and attitude via free integration for short-term GNSS outage.