Friend's games counts to steam achievements percentage?

I want to know if shared games with friends (or family like steam names it) counts to statistics on profile like average %

Yes, achievements from shared games are included into your stats.

From community guide How Average Game Completion Rate is Calculated:

Rule #6: Shared Libraries ... Along the same lines of earning achievements for games that aren't actually attached to your account, Rule 3 seems to apply once again to games that you play using Steam's 'Shared Library' system.

While I haven't been able to test this myself, it does make perfect sense to me that any achievements earned while you play someone else's games on a Shared Library will affect your AGCR.

Also Steam Family Sharing announcement hints that you get your own achievements by playing others games:

Steam Family Library Sharing allows family members and their guests to play one another's games while earning their own Steam achievements ...