They are often referred to just as 'modals.' Modal verbs (or 'modal auxiliary verbs') modify main verbs to tell us something about the way the speaker or writer sees an event. They express ideas, such as ability, possibility, necessity and obligation. There are nine full modal verbs in English: can, could, shall, should, will, would, may, might and must.
Grammatically they operate in the same way as the primary auxiliary verbs in that they can be used to form questions and negatives. They are always followed by a bare infinitive form.
Ought to, need to and have to are sometimes called semi-modals because they convey some of the same concepts but behave slightly differently grammatically.