I'm just wondering. Or is there no such thing as it?
In Pokémon Colosseum, like in the main series games, there is a 1/8192 chance of a Shadow Pokémon being Shiny; however, when a Shiny Shadow Pokémon is captured, it is highly improbable that the Pokémon will retain Shininess. Conversely, when an ordinary Shadow Pokémon is captured, there is still the 1/8192 chance of that Pokémon becoming Shiny when it is sent to the player's party or the Pokémon Storage System. Shininess is retained through purification. However, in Pokémon XD, this glitch was corrected. When the game calculates a personality value, it checks against the player's ID numbers and the opponent's ID numbers. If the game were to generate a Shiny personality value, it would then recalculate the personality value until it would not be Shiny with both the player and the opponent's ID numbers. As a consequence of fixing this glitch from Pokémon Colosseum in Pokémon XD, the game ensures that all Shadow Pokémon are never Shiny.
Source: http://bulbapedia.bulbagarden.net/wiki/Shadow_Pokémon