Installing a SSL certificate from Go Daddy is a bit different then other providers. With Go Daddy you must install a intermediate or chain certificate addition to your CA certificate. Nginx does not have a option, how Apache dose, for chain certificates. So to accomplish this, we look to the Nginx documentation:
If intermediate certificates should be specified in addition to a primary certificate, they should be specified in the same file in the following order: the primary certificate comes first, then the intermediate certificates.[ref]Nginx Module ngx_http_ssl_module[/ref]
What that means is this. Download your CA from with your private certificate from Go Daddy. Next download the
gd_bundle.crt from https://certs.godaddy.com/anonymous/repository.seam.
After you have download the
gd_bundle.crt file, copy it to the same directory on your Nginx server and run something similar to:
cat godaddy-ca.crt > godaddy-chain.crt && cat gd_bundle.crt >> godaddy-chain.crt
Now just add this new certificate to your nginx.conf per normal