"Yes, Megadeth is going to continue to play"
Dave Mustaine makes his announcement after a special version of "Coming Home" to the Argentinian crowd at the sold out show in Buenos Aires.
"I told you earlier tonight that I was gonna let all of you know first before the rest of the world what our decision was - whether or not we were gonna continue with Megadeth or not," Mustaine said before playing a special rendition of "Coming Home", with the song's lyrics changed from the original "I'm coming home to Arizona" to "I'm coming home to Argentina." Immediately after the song, Mustaine said "The answer is yes."
Megadeth will continue as a band. Megadeth will record a new album. Megadeth will continue to play.

Source:	megadeth.com
Band profile:	Megadeth