I understand the multiple meanings of infinity, per example, the difference between $\aleph_0$ and the $\infty$ in calculus limits as explained here: The Aleph numbers and infinity in calculus.
However, in the analysis book I am studying, in the chapter about the real number field, there is the standard question about the intersection of nested intervals (link1), which (unlike in link1) is presented as the intersection of infinitely many intervals: ${\cap}_1^{\infty}$ with $A_i$ being the closed intervals.
The chapter before this one was about set theory, but nowhere was this use of infinity really defined, nor the symbol itself, in an otherwise very rigorous and meticulous treatment of all other concepts. So my question is: what kind of infinity are we talking about here formally?