If I have a shiny nincada, and I get a shedinja, will the shedinja also be shiny?
Shedinja inherits the same personality value, IVs, EVs, OT and ID number as the Nincada that shed it. Among other things, due to keeping the same personality value, if the Nincada was Shiny, Shedinja will be Shiny as well.
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Hope I helped!