To install a chained cert, like the ones sold by Godaddy, simply append the cert and the bundle.

For example: cat mycertexample.com.crt sf_bundle.crt > mycertexample.com.chained.crt

The matching nginx config would be

    server {
        # other server directives here
        # ...
        # ok, now the certs
        ssl_certificate  /opt/nginx/ssl/mycertexample.com.chained.crt;
        ssl_certificate_key  /opt/nginx/ssl/mycertexample.com.key;

Details are here: http://nginx.org/en/docs/http/configuring_https_servers.html#chains