In Comparing the ARCH $( q )$ Model with GARCH $( p , q )$

In comparing the ARCH $( q )$ model with GARCH $( p , q )$ for $p \geq 1$ , which of the following statements is most likely to be valid?

A) The GARCH model always delivers a higher volatility than the ARCH model because of the extra terms in the variance equation.
B) The GARCH model is aimed at delivering more persistent volatility.
C) The volatility of volatility is lower in the GARCH model than in ARCH.
D) The volatility of volatility is higher in the GARCH model than in ARCH.