Ouch! With Go Daddy Certificates: I ran into this issue on a server when trying to apply a new Certificate and its intermediate Certificates The issue seemed to be from not having a complete Certificate Chain installed in my servers Certificate Store.
The solution to fix this issue was simple. Download and install the root bundles from here or here: https://certs.godaddy.com/anonymous/repository.pki
This in no way is the fault of Go Daddy; the Server I am hosting on; Server 2003 lacks the much needed certificate store updates so it doesn’t know about the newer root CA’s.
That said; Go Daddy is still the best in my book