A security researcher named Casey Smith published an article last week where he detailed how the Windows Regsvr32.exe command could be used to bypass AppLocker restrictions. In this article he described a not commonly known feature where Regsv.exe can execute specially crafted. scripts on a remote host using a URL. This means an attacker can do very bad things to your computer as long as they have access to it. As it is not known whether this will be patched or not, it is important to block Reg.virus software. If you do not have a firewall installed, you can use the Windows Firewall to do this.
Source: https://www.bleepingcomputer.com/news/security/regsvr32-can-be-used-to-install-ransomware-through-jscript-installers/