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The basic instructions for transferring most domains to GoDaddy can be viewed here. Make sure you have not registered or transferred the domain in the last 60 days, as it will be locked - by ICANN - at your current registrar.
You will need to:
1. Unlock the domain
2. Obtain the Authorization Code (aka EPP Code, or Domain password)
3. Purchase a transfer from GoDaddy.com
For most transfers, the registration will be extended by one year. Some CCTLDs require special transfer actions. You can go here, and choose the ending of your domain for further transfer details.
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