Understanding Video Filtering

Dear Signal Hound,
Referring to the API manual, “The Video bandwidth is implemented as a simple rectangular window, averaging the amplitude readings for each frequency bin over several overlapping FFTs”, I wonder what are the differences between averaging methods used in Acquisition panel of Spike application and VBW filtering.
However, I searched through the comments and found out that API uses an IIR filter to implement the VBW filter. Generally speaking, How can I understand mathematics behind of VBW that it can get continuous values.
best regards