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A wild chinchilla is practically impossible to socialize because it's not used to human contact and has a very strong escape instinct. If you found it in nature, the best option is to leave it where it is or take it to a wildlife rescue center.
If instead you're talking about a domestic chinchilla that's been wild for a while, then patience and consistency work wonders - offer it food from your hand, stay quiet when it's nearby, and every now and then approach slowly without forcing contact.
It takes weeks, maybe months, but little by little it might start to trust you.
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