Δόξα τω Θεώ!
What is the etymology of Παρασκευή? Is it something to do with the Holy Ghost? In France, it is sometimes called the Paraclet.
It means "production" and it refers to the production of goods, in other words the preparation for the (supposedly) most holy day of the week, Saturday. The "moving" of holiness from Saturday to Sunday happened in later years.
Greek week day names take their origin from the eclesiastic nomenclature.
Why there is not a definite article as in most of the other examples
The definite article is necessary in Greek when the noun is the subject of the sentence. Other than that, the pattern between the two languages is more or less similar.