After a long fight, Goku was finally able to defeat Broly by absorbing energy from every other fighter and landing a decisive blow which seemingly caused Broly to explode. Goku and the others quickly escaped on a Capsule ship as the planet was destroyed by the comet.

The same way he survived Vegeta's destruction: inside a ball of energy. He didn't actually explode at the end of movie 8, he was just seriously wounded and the exploding effect was more of a visual effect (like when he fully transformed earlier and apparently exploded) than anything else.