The parameters for DISPLAY GTZ,DEBUG are:
If you omit this operand, the display is presented in the first available display area or the message area of the console through which you enter the command.
Example:
GTZ1004I 23.27.46 GTZ DEBUG FRAME LAST F E SYS=SY39
FOUND 1 MATCHING DEBUG STATEMENT(S)
----------------------------------------------------------------------
STATEMENT: 1 ORIGIN: COMMAND
ACTION: ABEND REASON: x0064
ACTION COUNT: 2 LIMIT: NOLIMIT
OWNER: IBM_GTZ_FCT