It's never actually explained but the various directors/producers/writers have all chimed in to say that Michael Myers is a supernatural force/being.
The "official" supernatural explanation is from The Curse of Michael Myers...
The plot of the film formally introduced the "Curse of Thorn", a mystical symbol first referenced in The Revenge of Michael Myers (1989) and revealed in the film to be the source of Michael Myers's immortality and drive to kill.
John Carpenter has described the character as "almost a supernatural force - a force of nature. An evil force that's loose," a force that is "unkillable"
Nicholas Rogers elaborates, "Myers is depicted as a mythic, elusive bogeyman, one of superhuman strength who cannot be killed by bullets, stab wounds, or fire."
The ending scene of Michael being shot six times, and then disappearing from the ground outside the house, was meant to terrify the imagination of the audience. Carpenter tried to keep the audience guessing as to who Michael Myers really is—he is gone, and everywhere at the same time; he is more than human; he may be supernatural, and no one knows how he got that way. To Carpenter, keeping the audience guessing was better than explaining away the character with "he's cursed by some..."
Daniel Farrands, writer of The Curse of Michael Myers was tasked with creating a mythology for Michael which defined his motives and why he could not be killed. He says, "He can't just be a man anymore, he's gone beyond that. He's mythical. He's supernatural. So, I took it from that standpoint that there's something else driving him. A force that goes beyond that five senses that has infected this boy's soul and now is driving him."