RE: Gamestop Celebi
Both shiny and non-shiny event Pokémon have fixed presets that keep them one or the other, via a mechanism called the
aRNG, an alternate random number generator that determines the PID (nature, gender, shininess, etc. but NOT IVs) of the Pokémon, as opposed to the games' standard algorithm that generates the event Pokémon's IVs (at least in Gen. IV). If you manage to land at the exact point where you would get a shiny during normal gameplay, the aRNG will make an extra call to the game as you receive Celebi/other event Pokémon, signaling to the game that the Pokémon is in fact shiny and is programmed to revert it back to an un-shiny state, changing the PID slightly to accommodate for this (so theoretically you'd get the IVs of the missing shiny, but the PID would be changed so that the Pokémon is normal-looking and may have a different nature or gender where applicable, hence the random nature). That's why, as DNA said, all preset shiny events have a fixed nature as well, it works in reverse to keep them shiny – they revert back to the same PID every time you receive them (the aRNG makes that call), only the IVs can be different. So Celebi, while having its nature randomized, is thus preset un-shiny, if there's still any confusion over that.
@DNA -- I'd have to argue your point that
all preset-nature event Pokémon are shiny. The TRU Dragonite is preset Mild, and the Pokétopia events have preset natures as well, among others. Those details are just up to the developers' discretion, luckily for competitive folks at least, the nature's up to their own discretion
.