If your sibling has a daughter, that girl is your NIECE.
If your NIECE has a daughter of her own, that child is your GRAND-NIECE.
If your GRAND-NIECE has a daughter of her own, that child is your GREAT GRAND-NIECE.
If your NIECE has a daughter of her own, that child is your GRAND-NIECE.
If your GRAND-NIECE has a daughter of her own, that child is your GREAT GRAND-NIECE.