Let $\mathcal I$ be the set of all intervals of $\mathbb R$. There's an exercise that asks to verify that $\mathcal I$ is a semi-algebra. One of the defining properties of a semi-algebra is that it's stable by finite intersections.
Here's an argument to verify that $\mathcal I$ is stable by finite intersections: Let $a, b \in \cap_{i = 1}^n I_i$ such that $a < b$, where $I_i \in \mathcal I$ for $i \in \{1, \dots, n\}$. Then $a, b \in I_i$ for each $i$. That is, $\{x \in \mathbb R: a < x < b\} \subset I_i$ for each $i$. So $\{x \in \mathbb R: a < x < b\} \subset \cap_{i = 1}^nI_i$. Thus, $\cap_{i = 1}^nI_i$ is an interval. (I'm using the definition of an interval given in the top answer to this question: Why is the empty set considered an interval?)
Can I say that $\mathcal I$ is stable by arbitrary intersections? I mean, it seems to me that the above "for each $i$"-argument holds if $i \in \mathcal A$, where $\mathcal A$ is an arbitrary index set.