We find it in Matthew 2:15, when Joseph, Mary, and their child Jesus had to flee to Egypt because of King Herod’s threat. Then these words were fulfilled.
God brings his people back from captivity, from Assyria, which is here called Egypt (Hosea 11:5). This is only possible because his Son would later also walk that road and in it he would bear the judgment over his people. He has earned deliverance from the bondage of sin and death for Israel and for us. Compare also the superscription above the Ten Commandments: I am the Lord your God, who brought you out of the land of Egypt, out of the house of slavery.
This has become a true reality through Jesus. But before this, Jesus also walked that road, to Egypt and to the cross of Golgotha.
1 When Israel was a child, I loved him, and out of Egypt I called my son.