This should more than explain it. http://www.englishgrammar.org/afraid-frightened-scared/

For me, I've always used them interchangeably. To me, they mean basically the same thing.

It's hard to explain. However, some examples are as follows: I feel scared when I'm alone in a haunted house. I'm afraid someone may break into my house and rob me. I guess being "scared" is more likely to describe a present emotion, but being "afraid" refers to a potential future event.

To explain them straightaway, scare is more possible to be used for criminal activities in harm and being afraid is for a polite way to yourself in esteem.