What Relationship is My Niece’s Daughter to Me: Grandniece
Your niece’s daughter is your grandniece (also commonly referred to as great-niece).

Key Takeaway
What Do You Call Your Niece’s Daughter?
Assuming you are asking what the relationship would be of your niece’s daughter to you, she would be your great-niece.
What Relationship is My Niece’s Child to Me?
Assuming you are asking about your niece’s child in relation to yourself, the child would be your great-nephew or great-niece. You are the child’s great-uncle or great-aunt.
What am I If My Niece Has a Baby?
Assuming you are asking what your relationship to the baby is, if your niece has a baby, you are the child’s great aunt or great uncle.
What Do I Call My Mom’S Niece’S Child?
If you are referring to your cousin’s child, then they would be your second cousin. If you are referring to your aunt or uncle’s child, then they would be your first cousin once removed.
Conclusion
In short, your niece’s daughter is your grandniece. She is the child of your niece, who is the daughter of your sibling. If you have no siblings, then she would be the child of your cousin.