Statue of Sheogorath

 is a shrine in.

Location

 * Inner Shrine, Ald Daedroth

Quests

 * Sheogorath of the House of Troubles

Background
The armor, Gambolpuddy, is needed to gain admittance to the shrine.

Blessings of the Fourth Corner
The preceding list was obtained using The Elder Scrolls III: Morrowind Construction Set
 * Fortify Intelligence, Luck, Personality, Willpower 1-25 Points for 24 Minutes
 * Drain Intelligence, Luck, Personality, Willpower 1-25 Points for 24 Minutes

Appearances

 * The Elder Scrolls III: Morrowind