  Multistable distributions, which have been introduced recently by Falconer,
L\'evy V\'ehel and their co-authors, are natural generalizations of symmetric
"alpha" stable distributions; roughly speaking, they are obtained by replacing
the constant parameter "alpha" by a (Lebesgue) mesurable function. It is known
that the tail of a symmetric "alpha" stable distribution asymptotically behaves
as a power function with exponent "-alpha"; in this article we extend the
latter result to the setting of multistable distributions.
