UPDATE 1/26/2015 -- It appears the most recent JRE/JDK for Java 8 (update >= 31) and JRE/JDK for Java 7 now include the Godaddy G2 CA server in the default trust st
To get Godaddy certificates to work in Java with SHA2 you will need to use their cross certificate in your chain to chain the G2(SHA2) root to the G1(SHA1) root until Java decides to update their repository. The Cross Certificate bundle can be downloaded here:
https://certs.godaddy.com/anonymous/repository.pki
GoDaddy Certificate Bundles - G2 With Cross to G1, includes Root
[gd_bundle-g2-g1.crt][1]