Interection of conjugate elements forms a normal subgroup

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Let $G$ be a group and $H$ be its subgroup. Then, is the set $W=\cap_{g\in G} gHg^{-1}$ a normal subgroup?

I think the answer is yes, because the set is equal to the stabilizer of the action of $H$ on $G$ with action as conjugation, which is the normalizer of $H$. Any ideas. Thanks beforehand.