Chinchilla Fur Problem

Hi All,

We've come home from work today to find our young (adopted)chinchilla with fur that looks wet but doesnt feel wet and no wetness to be seen in their cage. I've attached a photo. I've given them a sand bath but it doesn't seem to have improved. Does anyone have an idea what it could be?

They have been a little stressed as it's around Bonfire Night and they dont like the fireworks. Could it be related?

Thanks!