Lille is in good position in Ligue Un after 18 games. Sunday's scoreless draw with co-leader Paris Saint-Germain (PSG) kept the reigning champions within two points of PSG and Montpellier. Wednesday's home game against Nice will mark the halfway point in Cole's French adventure.
"I feel we are the best team in the league," Cole said. "I wouldn't say that unless I believed it, but the truth is that we are two points behind at the moment and so we have a lot of work to do but I think we are the best team in the league.
"We are the champions from last year and we want to go and do that again. We are in three competitions and we are going to go and try and win all three."
Cole has played an integral role in Garcia's team since joining Lille on loan in August. His career was at a crossroads when he took flight to French soccer, but he adapted quickly to a new style of play and the French way of life.
The England international has made 21 appearances this season, and his play has prompted speculation that Lille president Michel Seydoux may try and make the move a permanent one.
French soccer requires less running, but places a greater emphasis on tactical discipline than the English game does. Cole appreciates learning these finer points from one of that country's master tacticians.
"He [Garcia] is brilliant," Cole said. "It is completely different to how I've been brought up to play. It takes time to adjust to but, for the future, it's been an eye-opener and the guys are such good players, good technically, you know the French way and you know he is a top manager."
In England, the holiday period sees teams play a glut of games, but Cole will enjoy a winter break for the first time since bursting onto the scene nearly a decade and a half ago. He looks forward to enjoying Christmas with his family and plans to squeeze in a visit to Liverpool while back in England.
"I've not had a Christmas off since I was 15, so I'm very happy about that," he said. "I can spend some time with my family.
"I'm going to go and watch a Liverpool game to say hello because obviously I'm still contracted to them, and I've got no other time to see Chelsea or West Ham. But I'm sure I'll catch a game at some point and I wish them all the best and I hope that they can continue to keep winning as much as they can."
Lille resumes its title defense on Jan. 14 with a trip to Olympique Marseille.