You'd need an active iron core to maintain a magnetosphere and a reasonable distance from its star, or perhaps it could be a bit more exotic? It could be an icy, earth sized asteroid which is reaching escape velocity, it's atmosphere and tectonic activity is formed by friction from tidal gravity from the planet/star it is orbiting.
If it was orbiting a planet like Jupiter solar wind wouldnt be a huge problem, very similar to some of its inner moons.
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