In SQL Server, when should you use GO and when should you use semi-colon ;?

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I’ve always been confused with when I should use the GO keyword after commands and whether a semi-colon is required at the end of commands. What is the differences and why/when I should use them?

When I run the Generate-script in SQL Server Management Studio, it seems to use GO all over the place, but not the semi-colon.

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