Your niece's daughter is your grand niece, or, as some would say, your great niece.
Your brother's daughters are your nieces
Your brother's daughters are your nieces
My niece's daughter is my great niece.
Nieces.
If you have two nieces who are not sisters but are each the daughters of your siblings, the two nieces are first cousins. If they each have a daughter, those daughters are second cousins to each other.
Some nieces of sisters are related to each other and some are not. Your niece is the daughter of your brother or sister (your siblings). If you have more than two siblings and at least two of them have daughters, those daughters are your nieces and they are first cousins to each other. You can also have a niece who is the daughter of a sibling of your spouse. If two sisters have nieces who are daughters of their spouse's siblings, those nieces are not related to each other (unless the spouses are related to each other, as when two brothers marry two sisters)
Your daughters are great aunties if their nieces have kids. Your daughters kids are your grand children.
The daughters of your sister are your nieces.
Granddaughter
Your grandson.
Grand niece.
You call your daughter's baby, your grand-duaghter.