t-stat for Event study

I am currently working on a thesis on the implications of mergers and acquisitions on share prices ,I am required to conduct an event study for this using the market model. I have already calculated the cumulative average abnormal return , however, I am finding it difficult to calculate the t-tests for each event window and event periods such as -1,+1 , -5,0 , 0,+5 etc ... Please can anyone help as my deadline is fast approaching . I have attached an excel sample for a more visualized explanation .. Thank you for your anticipated cooperation guys