The Keldeo I just got from the event that started today has the Jolly nature, and the one I had before has Modest. Which one is the better choice?
Modest. Jolly raises the one of the stats that you really need yet it lowers a stat you need too - special attack. Modest raises a good stat and lowers a stat you shouldn't use - attack. Keldeo has more special attack than attack so why not use it?
For in-game it doesn't really matter. You can still whip people with a jolly keldeo.
Modest. Keldeo's base 129 Special Attack is there for a reason. If you don't get it, it is used as a Special sweeper.
Actually, if you can grab a Timid one, that would be even better, but Natures are pretty hard to get ingame.
jolly. jolly raises speed but subtracts SP attack. all of keldeos good moves are physical so it wouldnt matter if you subtract SP attack. but modest subtracts attack and raises SP attack which we dont want that!
hope I helped!
EDIT: I suggest you use vitamans to raise its attack! (lots)